The million possible paths of a single random process

less than 1 minute read

The Geometric Brownian Motion, is one fascinating random process that never goes below zero. As every random process it can hypothetically generate infinite number of different paths. In the animated visualization below we only see a glimpse of it: the process is always with the same parameters and initial conditions, only different seed.

Animation of a Monte Carlo Simulation of Geometric Brownian Motion
Animation: Many different realizations of the same process

The source code related to this visualization can be found on GitHub. For more information, please follow me on Twitter.

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