| Subject: | Re: Brownian motion |
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| From: | |
| Date: | 29 Apr 2006 14:47:44 -0700 |
| Newsgroups: | sci.math |
Wing wrote: > Hello everyone. > > I have a question about a standard Brownian motion, W(t). Is it > possible to express dW? Because I would like to observe the small > change of W over time and compare my simulation. > > Thank You. IIRC, (dW)^2 = dt. |
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