Rotational Brownian motion (astronomy) of supermassive black holes appear to be randomly aligned with respect to their host galaxies. Rotational Brownian motion (astronomy) In astronomy, rotational Brownian motion is the random walk in orientation of a binary star's orbital plane, induced by gravitational perturbations from passing stars. Consider a binary that consists of two massive objects (stars, black holes etc.) and that is embedded in a stellar system containing a large number of stars. Let formula_1 and formula_2 be the masses of the two components of the binary whose total mass is formula_3. A field star that approaches the binary with impact parameter formula_4
Brownian model of financial markets to the Lebesgue measure. Brownian model of financial markets The Brownian motion models for financial markets are based on the work of Robert C. Merton and Paul A. Samuelson, as extensions to the one-period market models of Harold Markowitz and William F. Sharpe, and are concerned with defining the concepts of financial assets and markets, portfolios, gains and wealth in terms of continuous-time stochastic processes. Under this model, these assets have continuous prices evolving continuously in time and are driven by Brownian motion processes. This model requires an assumption of perfectly divisible assets and a frictionless market (i.e. that no