April 9th, 2019. It has been 8 years and 20 days since Brownian motion #1 (basic properties) was uploaded to RUclips. Supplies are running low, but we continue to wait patiently for Brownian motion #2.
It's 2021 now. The vaccine is out and things are looking up. But it's still not as good as life would be with brownian motion #2. We are patiently waiting.....
What a gem of a video. In the future, don't hesitate on describing even the most "obvious" concept - for example, it would have been nice, if you had spend an extra 2 min on describing what the covariance is - just as you did with explaining to us what it means to be normally distributed in this specific context. This is easier said than done, as one has to assume some level basic knowledge. You have a clear, illustrative and simplistic style of explanation, a rare find. I can imagine such videos are hard to make, but I hope to see more of the kind. Well done.
September 5th, 2019. It has been 3457 days since Brownian motion #1 (basic properties) was uploaded to RUclips. Supplies are running low, but we continue to wait patiently for Brownian motion #2.
Man, the fact that you drew the normal distributions sideways was key to understand the topic. Literature often overcomplicates things (sure: keep things formal, but would it hurt if they include simple explanations/examples?).
Jun 03, 2022. It has been 11 years and 75 days since Brownian motion #1 (basic properties) was uploaded to RUclips. Supplies are running low, but we continue to wait patiently for Brownian motion #2.
Question about property 6. Why can't you leave out the condition Ft as it is irrelevant because it is a Markov process? So E[W(t+s)|Ft] is the same as E[W(t+s)] ?
QUESTION: The martingale property basically says we expect to be in the future where we currently are... but the 1) and 2) property of a BM was N(0,t) so shouldn't our best guess be that "in the future, we are at the mean 0". ? Help me see why this is not contradicting. I feel like we both expect to be at 0 AND at where we currently are (martingale property) Thank you
Hi, I have question. Q) Suppose that a stock price, Skype'ta, follows geometric brownian motion with expected return u, and volatility v: dS(t) =uS(t) dt + vS(t) dW(t) What is the process S^n (t)? Show that S^n(t) also follows geometric brownian motion. What are the drift and volatility functions of this process? Anyone can help on this? I would really apreciate any help. Thanks
Couldn't you get an accurate approximation of the derivative of Brownian Motion for short time steps if you smooth the history of the Brownian motion with B-Splines or something?
11 minutes to explain that the start location will tend to be the ending? If the expected value will be the same as the starting value, what was all that about or did I miss something..
Very good video. Just what I didnt get it, is that stationarity implies that variance does not change over time. However, here it changes proprietorially with time, right?
thank you so much stepbil! I did not get this topic because no one had ever explained it as clear as you did. In particular, I did not link the variance value, t, to the x-axis. I thought the variance value of t just happens to have the same letter as the name of the x-axis!!! that the value of variance increases linearly with time is just such a revelation to me.
It is always useful to learn about these concepts. For instance, these cannot be technically applied in the financial markets pricing, yet they have been taught and used, while academia claims them to be relevant in that context.
April 9th, 2019. It has been 8 years and 20 days since Brownian motion #1 (basic properties) was uploaded to RUclips. Supplies are running low, but we continue to wait patiently for Brownian motion #2.
me too!
Haha, in this Corona lockdown, how did you predict the supplies running low exactly a year back?? :D
It's 2020 now. We are patiently waiting for Brownian motion #2 during covid lockdown.
It's 2021 now. The vaccine is out and things are looking up. But it's still not as good as life would be with brownian motion #2. We are patiently waiting.....
It’s 2021, we’re on the 3rd wave in my area, numbers are going down, vaccine roll out is quite smooth but still no Brownian motion #2
can some one tell me why on the 3b the last increment is Wtn - Wtn-1 instead of Wtn - Wtn+1 ?
+joel nana I think if the differences are the same, then you good to go
it could have been Wtn+1 - Wtn
Better explanation in 10 minutes than my professor's in 3 hours.
The release of the Brownian motion #2 is a Markov process.
This is the most intelligible explanation of Brownian motion that I've ever seen
I can't agree more.
Then you are stupid af
@@mappingtheshit
I think you are the stupid one, given that you don't understand the difference between "most" and "only".
Maths Partner also has a really good explanation ruclips.net/video/VNTfgqJQlnk/видео.html
What a gem of a video. In the future, don't hesitate on describing even the most "obvious" concept - for example, it would have been nice, if you had spend an extra 2 min on describing what the covariance is - just as you did with explaining to us what it means to be normally distributed in this specific context. This is easier said than done, as one has to assume some level basic knowledge. You have a clear, illustrative and simplistic style of explanation, a rare find. I can imagine such videos are hard to make, but I hope to see more of the kind. Well done.
Febrary 2020, still waiting for #2
he is a great teacher for us people with normal IQ. I would prefer to have him as my teacher any time, over some smart ass.
You are one very good teacher, able to take complex concepts and make them very clear. Thank you
do you have video #2?
September 5th, 2019. It has been 3457 days since Brownian motion #1 (basic properties) was uploaded to RUclips. Supplies are running low, but we continue to wait patiently for Brownian motion #2.
Stop copying others' comment. Holographic duality in hyperbolic bulk AdS and conformal fields with weakly coupled gravitons.
Excellent...But I am enthusiastically looking for the next video that you mention at the end. Please get the the link.
+Kedarnath Senapati He posted this five years ago.. Sadly, the request for another video is in vain.
I proved some of these properties in a recent video of mine. Please check it out!
Wow, A concept I couldn't muster in past two months, am able to do in 12 minutes. Simply Classic Explanation.
OMG, this is the best video to explain the basic property of brownian motion. I'm even willing to pay for quality teaching videos like this!
Very good
Thanks
PART TWO PART TWO PART TWO
Man, the fact that you drew the normal distributions sideways was key to understand the topic. Literature often overcomplicates things (sure: keep things formal, but would it hurt if they include simple explanations/examples?).
July 2024. No hurries, will wait for some more years for #2 of the series, keep working hard! Good day!
sir more videos.
Brown Carol Thomas Shirley Rodriguez Carol
Jun 03, 2022. It has been 11 years and 75 days since Brownian motion #1 (basic properties) was uploaded to RUclips. Supplies are running low, but we continue to wait patiently for Brownian motion #2.
Question about property 6. Why can't you leave out the condition Ft as it is irrelevant because it is a Markov process? So E[W(t+s)|Ft] is the same as E[W(t+s)] ?
Thank you sir, Best explanation
All I got from that was you can calculate the possible outcomes of any brownian motion just not an exact outcome.
Looking for the promised proofs? Someone else make that "part 2" video with the proofs: ruclips.net/video/Ubor2fWvmRk/видео.html
Incredible how this looks a lot like Elliot Waves, mayble is not that wrong that Elliot theory.
thank you very much for wonderful and easy to understand explanation.
this makes it possible for "normal" people to understand complex stuff
You are amazing! Thank you for this great video!
Very clear explanation ..thank you
Thanks , I need the brownian motion II . but it is not here !!!
Thanks,where I find second Video
Helps a lot!!! Thank you very much!
is there a proof of these properties? i cant find the next video u mentioned at the end
I proved some of these properties in a recent video of mine.
This is such a beastly video
Thanks for sharing your expertise. Much appreciated. Your explanations were clear and not too fast and not too slow. Thanks again. Mark
Thank you for the explanation
Great video, thanks!
I like this video it is very good!
where is the mentioned next video?
Thank you so much❤❤❤❤❤🤍🤍🤍🤍🤍
Thanks for the explanation. Really needed it for my experimental medicine paper :)
This is so cool. very enlightening
for 𝐵𝑡: (𝑡 ≥ 0) ...a Standard Brownian Motion.. For 𝑠 < t.... what is the the correlation coefficient between 𝐵𝑠 and 𝐵𝑡
Awesome... Was in need of such explanation. Got fed up reading those mathematical formulations... phew....thanks a lot/
This helps a lot! Thank you!
QUESTION: The martingale property basically says we expect to be in the future where we currently are... but the 1) and 2) property of a BM was N(0,t) so shouldn't our best guess be that "in the future, we are at the mean 0". ?
Help me see why this is not contradicting. I feel like we both expect to be at 0 AND at where we currently are (martingale property)
Thank you
Hi, I have question.
Q) Suppose that a stock price, Skype'ta, follows geometric brownian motion with expected return u, and volatility v:
dS(t) =uS(t) dt + vS(t) dW(t)
What is the process S^n (t)? Show that S^n(t) also follows geometric brownian motion. What are the drift and volatility functions of this process?
Anyone can help on this? I would really apreciate any help. Thanks
Really this is the most beautiful explication of MB...👏👏👏👏👏👏
Part # 2 is badly needed.
Today I really understood Black Scholes Option Model...
Do you have the Brownian Motion #2 video?. Your explanation is really good. I can't understand it. Please, post more about Brownian Motion.
thnx a lot
wow, this is good stuff. very philosophical and introspective and teaches me to stop gambling with stocks
Couldn't you get an accurate approximation of the derivative of Brownian Motion for short time steps if you smooth the history of the Brownian motion with B-Splines or something?
Did not understand much but found it very interesting. Seems like it could have a lot of application in Finance and Economics.
11 minutes to explain that the start location will tend to be the ending?
If the expected value will be the same as the starting value, what was all that about or did I miss something..
Very good video. Just what I didnt get it, is that stationarity implies that variance does not change over time. However, here it changes proprietorially with time, right?
This author possesses only a rudimentary knowledge of fractcal measures, hilbert spaces, and general functional analysis; it is very apparent.
This graph is sooo too helpful. I'm not sure how I messed this. This makes so much more sense.
Hi sir. Can you please explain more about the "BM is a fractal"?
Awesome Explaination! Really helpful
thank you so much stepbil! I did not get this topic because no one had ever explained it as clear as you did. In particular, I did not link the variance value, t, to the x-axis. I thought the variance value of t just happens to have the same letter as the name of the x-axis!!! that the value of variance increases linearly with time is just such a revelation to me.
where is the next video where you prove the properties?
I proved some of these properties in a recent video of mine.
What is this font?
Thank you!. I cant believe I finally get this
What I don't understand is why the variance has to be equal to time.
Fantastic! Tnx for ur pure and very easy to understand explanation
awesome explanation , thanks a lot. can you suggest me any suitable book
this is a very good video in terms of basics i need to watch part 2 can anyone help me find it ??
Plz make more videos on brownian motion and ito calculus
it would be nice to make a connection between Brownian motion and drift diffusson notion.
Hello
Thank you. Very good introduction. Wheres the rest? :) we want more !
Thorough yet easy to absorb, thanks!
zhina
b
Great job!Very useful!Thanks
Great video! But I need an explanation. Why the covariance between Xt and Xs is the minimum value between t and s?
It helps me to get some intuitions behind the Brownian motion. Thank you!!
Thank you Mitchell!
I actually understood so much of this. Please continue this topic if possible.
Great video. Please make more!
Very useful! Thank you!
that was insanely easy to understand, thank you! although proof would be nice too :)
Best video on brownian motion on youtube. Thanks
thanks for that, very nice video, well explained
Would also like the second part to be uploaded. Is this possible? Great stuff.
Very easily explained 10/10!
Nicely presented. Where can I get the second video?
It is always useful to learn about these concepts. For instance, these cannot be technically applied in the financial markets pricing, yet they have been taught and used, while academia claims them to be relevant in that context.
Why?
Please, we need more such lectures.
Thank you, this is a great video and you are saving my life 12 years after you've posted
Hello
What a great brief explaination, thanks!
This is really good. Thank you. Will the second video be coming?
can you re-upload Brownian motion #2?
Brilliant !
Fantastic video mate, thank you for this!
Thank you for a great explanation
this was great!
maaaan this was amazing finally i understand it