Geometric Brownian motion Geometric Brownian motion A geometric Brownian motion (GBM) (also known as exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion (also called a Wiener process) with drift. It is an important example of stochastic processes satisfying a stochastic differential equation (SDE); in particular, it is used in mathematical finance to model stock prices in the Black–Scholes model. A stochastic process "S" is said to follow a GBM if it satisfies the following stochastic differential equation (SDE): where formula_2 is a Wiener process or Brownian motion, and formula_3 ('the
Brownian Motion Ultimate instead of the usual two. When Tufts soundly defeated Brown in the finals at regionals, Brown missed nationals for the first time since 1997. The bright spot for Brownian Motion was the extremely talented freshman class, including Alexander Bowman, Dan MacArthur, Neale Mahoney, Ben Sprung, Paul Vandenberg, and future Callahan Award winner Joshua "Zip" Ziperstein. Entering the 2003 season, Brown was looking to be one of the top programs in college Ultimate, despite failing to qualify for Nationals the previous year. With a relatively young team, Brown won regionals without losing a game, beating a talented UMass squad 17-15 in