3. Linear and Geometric Wiener processes| Simulation in Python

Описание к видео 3. Linear and Geometric Wiener processes| Simulation in Python

The video provides definitions and properties of the two important stochastic processes: Linear Wiener Process and Geometric Brownian motion. Moreover, the processes are demonstrated through Python code on Google Colab. At the end of the video, you will see an interesting use of Colab AI for coding.
0:00 - Linear Wiener Process
2:43 - Geometric Wiener Process
13:48 - Simulation of Linear Brownian Motion
22:03 - Simulation of Geometric Brownian motion (Colab AI is tested here)

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