The video clip shows 100+200nm polystyrene particles moving under Brownian motion as seen by the NanoSight LM20. The technique looks at the rate of Brownian motion and relates the speed of movement, ...

Many discrete martingales with increments in L 2 can be normalized so that the resulting trajectory is distributed approximately like Brownian motion. This paper will find all such martingales, ...

Assume that X is a continuous square integrable process with zero mean, defined on some probability space (Ω, F, P). The classical characterization due to P. Lévy ...

This course is available on the MSc in Accounting and Finance, MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Management and Regulation of Risk. This course is available with ...

This course is available on the MSc in Applicable Mathematics and MSc in Financial Mathematics. This course is available with permission as an outside option to students on other programmes where ...