Rotational Brownian motion (astronomy) that the rotation axis of the binary is oriented at angle θ at time "t". The evolution equation for "F" is formula_17 If <Δξ>, "a", ρ and σ are constant in time, this becomes formula_18 where μ = cos θ and τ is the time in units of the relaxation time "t", where formula_19 The solution to this equation states that the expectation value of μ decays with time as formula_20 Hence, "t" is the time constant for the binary's orientation to be randomized by torques from field stars. Rotational Brownian motion was first discussed in the context of binary
Brownian model of financial markets for buying or selling). Another assumption is that asset prices have no jumps, that is there are no surprises in the market. This last assumption is removed in jump diffusion models. Consider a financial market consisting of formula_1 financial assets, where one of these assets, called a "bond" or "money market", is risk free while the remaining formula_2 assets, called "stocks", are risky. A "financial market" is defined as formula_3 that satisfies the following: Let formula_17 be a probability space, and a formula_18 be D-dimensional Brownian motion stochastic process, with the natural filtration: If formula_20 are the measure 0 (i.e.