Integral of Brownian motion
Dr Peyam
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Integral of Brownian motion
13 508 просмотров · 7 лет назад
Dr Peyam
185 тыс. подписчиков
13 508 просмотров · 7 лет назад
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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