What Is Brownian Motion With Drift?
What Is Brownian Motion With Drift? From Wikipedia, the free encyclopedia. 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. What do you mean by Brownian motion? This