Geometric Brownian motion
- Wikidata
- https://www.wikidata.org/wiki/Q1503307
- OpenAlex ID
- https://openalex.org/C101615488 (API record)
- OpenAlex Description
- continuous stochastic process where the logarithm of a variable follows a Brownian movement, that is a Wiener process.
- OpenAlex Level [?]
- 4
Broader Concepts
Narrower Concepts
- Brownian excursion
- Martingale representation theorem
- Reflected Brownian motion
- Reflection principle (Wiener process)
Associated Authors
Add Incoming Edge
Login via ORCiD to contribute.
Add Outgoing Edge
Login via ORCiD to contribute.