Geometric Brownian motion (Q1503307)
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continuous stochastic process where the logarithm of a variable follows a Brownian movement, that is a Wiener process.
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric Brownian motion |
continuous stochastic process where the logarithm of a variable follows a Brownian movement, that is a Wiener process. |
Statements
Brownian motion
0 references
Identifiers
1 reference
Sitelinks
Wikipedia(12 entries)
- cawiki Moviment brownià geomètric
- dewiki Geometrische brownsche Bewegung
- enwiki Geometric Brownian motion
- eswiki Movimiento browniano geométrico
- hewiki תנועה בראונית גאומטרית
- itwiki Moto browniano geometrico
- jawiki 幾何ブラウン運動
- ptwiki Movimento browniano geométrico
- ruwiki Геометрическое броуновское движение
- svwiki Geometrisk brownsk rörelse
- ukwiki Геометричний броунівський рух
- zhwiki 几何布朗运动