Math 285 (Stochastic Processes)

Spring 2014



Instructor: Patrick J. Fitzsimmons
The EXCEL spreadsheet for Exercise 3 on Homework 5 has been corrected: click here.
  • 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 9, 2014