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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   Subscribe to my channel:    / drpeyam