A single sample path of a three-dimensional [[Brownian motion]] ([[Wiener process]]) ''W''<sub>''t''</sub>, as generated by Wolfram [[Mathematica]] with...
Dotterer, John Wanamaker, 3d, Edward Wiener. GENERAL ARRANGEMENT COMMITTEE. J. W. Grayhurst, Chairman. Roy Stall, J. Wanamaker, 3d, J. Sundheim, G. W...
Price & Williams) # B ... generating 3D BM # n ... number of time-steps in the discretization # T ... the above processes are given on a uniform mesh of size...
