Brownian Motion with Drift Simulator
Simulation Parameters
100
0.00
0.50
Display Options
2
About Brownian Motion with Drift
The stochastic differential equation for Brownian motion with drift is:
dX(t) = μ·dt + σ·dW(t)
Where:
- μ (drift) determines the average trend direction
- σ (volatility) controls the amount of random fluctuation
- dW(t) represents random Wiener process increments
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