Biased Brownian Motion

less than 1 minute read

In the animated visualization below we observe below the difference between a Brownian Motion with and without drift (colored with orange and blue respectively). As time passes by, the gap between the processes becomes larger and larger.

Animation of the Brownian Motion only with drift
Animation: The impact of the drift

The full source code behind this simulation and animations can be found on my Python Notebook. For more information, please follow me on Twitter.

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