3 ms·
Yay stochastic differential equations..
by marmaduke 10y ago
Yay stochastic differential equations..
- rawnlq 10y agoI think he has to sample his position deltas from a gaussian with mean 0 and variance equal to the time since last update for it to be a valid brownian motion. See https://en.wikipedia.org/wiki/Brownian_motion#Mathematics https://en.wikipedia.org/wiki/Brownian_motion#Mathematics