This applet produces a sample of Brownian Motion using midpoint displacement methods. This involves finding the midpoint of a line segment and then displacing it vertically up or down. Each midpoint ...

The discovery that these two apparently unrelated branches of physics are in some sense mathematically equivalent has led to a new subject known as probabilistic ...

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This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of ...