Geometric Brownian motion by a different Brownian Motion—the model is called a stochastic volatility model. 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):
Brownian Motion Ultimate their knowledge of the Stanford team's offense on the Brown team and turned B-Mo into a successful squad. While certainly not dominating the Northeast, Brown became a regional contender, returning to Regionals for the second year in a row. Brownian Motion had become a Northeastern power by this point and won a considerable number of the games it played. The 1986 and 1987 seasons saw a reasonably competitive team face some of the toughest teams in the country. The 1985-1986 season also saw beginnings of the "Fish" logo that remains the official symbol of Brownian Motion to this day, still