Lecture 14: Stochastic Processes II

Transcript

[SQUEAKING] [RUSTLING] [CLICKING] PETER KEMPTHORNE: And we're going to begin with a Brownian motion is a process And it was named after Robert a scientist observes describe that behavior. Turns out that it was, I formalized this Brownian And Norbert Wiener, those of you familiar that we have-- and he developed Now, let's take a look at a in two dim... Read More