## Math 285 (Stochastic Processes)

**Instructor**: Patrick J. Fitzsimmons

CORRECTION: Homework 6, Problem 5.9: The definition of the function *g* is incorrect. Replace **P*** f(x) = g(x)* by **P*** f(x) - f(x) = g(x)*.

Click here or
here or
here or
here
for Brownian motion simulations.
(The second link, when reloaded, gives a new Brownian path.)

Last updated May 10, 2011