Integral of Brownian motion

Автор: Dr Peyam

Загружено: 2019-08-14

Просмотров: 13383

Описание:

In this video, I calculate the integral of W dW, where W is Brownian motion. The answer is quite surprising! This is a sequel to my integral of square root dx video, and completes the square root dx trilogy, enjoy!

Integral square root dx:    • Integral square root dx

Square root dx:    • square root dx

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Integral of Brownian motion

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