Geometric Brownian motion
Sign in to savecontinuous stochastic process where the logarithm of a variable follows a Brownian movement, that is a Wiener process
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Within Vinony's link graph, Geometric Brownian motion is referenced by 226 other articles, and connects out to martingale, Itō calculus and Markov chain.
It is catalogued under the topic Wiener process.
Its subject is documented across 13 Wikipedia language editions.
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- Brownian motion
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martingale
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Itō calculus
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Markov chain
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stochastic process
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time series
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queueing theory
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Poisson process
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càdlàg function
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Itō's lemma
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optional stopping theorem
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filtration
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renewal theory
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quadratic variation
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statistics
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International Standard Book Number
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logarithm
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digital object identifier
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International Standard Serial Number
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machine learning
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probability theory
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