Playing with Brownian motion paths

Goal:

Visualize the probabilistic laws of several functionals of the Brownian motion.

Schedule: To be determined with the student(s).

Supervisors: Ivan Nourdin, Tran Thi Thanh Diu.

Difficulty level: Research level.

Tools: Programs will be coded in Matlab or Scilab.

Results: To be completed at the end of the project.

FSCT -- University of Luxembourg