PROCESSES / 01

Brownian motion

Independent Gaussian increments. Continuous paths, nowhere differentiable.

LOADING ENGINE

SAMPLE TRAJECTORIES

AWAITING ENGINE

Initializing the simulation engine

C++20 → WebAssembly

selected path ensemble barrierCLICK A PATH TO INSPECT

PATH terminal —plot hit —

MONTE CARLO / VALIDATION—

QUANTITY	EMPIRICAL	THEORY

TERMINAL DISTRIBUTIONEMPIRICAL

METHOD

Loading WebAssembly… The crossing marker interpolates the displayed polyline; Monte Carlo maximum probabilities include unobserved bridge crossings.

EXPERIMENT LOG 0 runs

SPACE runR reseed: commandCOMPUTED LOCALLY · C++20 / WASM