Integral square root dx

Автор: Dr Peyam

Загружено: 2019-04-30

Просмотров: 90227

Описание:

Integral of sqrt(dx) from a to b using Brownian motion and other fun random integrals.

This video is just an overview, if you want to see some proofs of the facts, please check out the following videos:

Proof of (dW)^2 = dt:    • square root dx
Proof of integral of W dW:    • Integral of Brownian motion

Subscribe to my channel:    / drpeyam

Integral square root dx

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