Geometric Brownian motion
flowchart
AA["Associated Authors (0)"]
C[Geometric Brownian motion]
BC["Broader Concepts (1)"]
NC["Narrower Concepts (4)"]
C== skos:broader ==>BC
NC== skos:broader ==>C
AA== dcterms:relation ==>C
click BC "#broader-concepts"
click NC "#narrower-concepts"
click AA "#associated-authors"
NI["add incoming edge"]
NO["add outgoing edge"]
NI-- ? -->C
C-- ? -->NO
click NI "#add-incoming-edge"
click NO "#add-outgoing-edge"
style NI stroke-width:2px,stroke-dasharray: 5 5
style NO stroke-width:2px,stroke-dasharray: 5 5
- 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
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