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BROWNIAN MOTION A tutorial

BROWNIAN MOTION A tutorial. Krzysztof Burdzy University of Washington. A paradox. (*) is maximized by f(t) = 0, t>0. The most likely (?!?) shape of a Brownian path:. Microsoft stock - the last 5 years. Definition of Brownian motion. Brownian motion is the unique process

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BROWNIAN MOTION A tutorial