Brownian motion #1 (basic properties)

Video on the basic properties of standard Brownian motion ( without proof).

[@MitchellD249]

April 9th, 2019. It has been 8 years and 20 days since Brownian motion #1 (basic properties) was uploaded to KZbin. Supplies are running low, but we continue to wait patiently for Brownian motion #2.

[@dexmoe]

me too!

[@SurajTarenia]

Haha, in this Corona lockdown, how did you predict the supplies running low exactly a year back?? :D

[@sylviazhang6786]

It's 2020 now. We are patiently waiting for Brownian motion #2 during covid lockdown.

[@lowend29]

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.....

[@phehello1467]

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

[@firdovsihasanzada]

Better explanation in 10 minutes than my professor's in 3 hours.

[@MrYuiagaraki18]

This is the most intelligible explanation of Brownian motion that I've ever seen

[@afrianisinaga6009]

I can't agree more.

[@mappingtheshit]

Then you are stupid af

[@MrCmon113]

@@mappingtheshit I think you are the stupid one, given that you don't understand the difference between "most" and "only".

[@wedeldylan]

Maths Partner also has a really good explanation kzbin.info/www/bejne/jH-3l5qnf7afpM0

[@lucapontiggia3123]

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.

[@msrasras]

You are one very good teacher, able to take complex concepts and make them very clear. Thank you

[@sunfender2276]

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.

[@PratikAshok]

Wow, A concept I couldn't muster in past two months, am able to do in 12 minutes. Simply Classic Explanation.

[@vincentliang9697]

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!

[@awwiilf]

Thank you, this is a great video and you are saving my life 12 years after you've posted

[@الدلاتلبلا]

Hello

[@ebrahimalam2575]

July 2024. No hurries, will wait for some more years for #2 of the series, keep working hard! Good day!

[@techbasic1115]

wow, this is good stuff. very philosophical and introspective and teaches me to stop gambling with stocks

[@isaiasyoyo]

This graph is sooo too helpful. I'm not sure how I messed this. This makes so much more sense.

[@PeterJMPuyneers]

thank you very much for wonderful and easy to understand explanation. this makes it possible for "normal" people to understand complex stuff

[@ForensicAnalytics]

Thanks for sharing your expertise. Much appreciated. Your explanations were clear and not too fast and not too slow. Thanks again. Mark

[@unltd_j9018]

I actually understood so much of this. Please continue this topic if possible.

[@nc97378]

Thorough yet easy to absorb, thanks!

[@lucysuliman9175]

for 𝐵𝑡: (𝑡 ≥ 0) ...a Standard Brownian Motion.. For 𝑠 < t.... what is the the correlation coefficient between 𝐵𝑠 and 𝐵𝑡

[@elhairachmohamedlimam9640]

Really this is the most beautiful explication of MB...👏👏👏👏👏👏

[@royapar7050]

Fantastic! Tnx for ur pure and very easy to understand explanation

[@alekseivoronov3763]

The release of the Brownian motion #2 is a Markov process.

[@ligregni]

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?).

[@sunfender2276]

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.

[@ksenapati]

Excellent...But I am enthusiastically looking for the next video that you mention at the end. Please get the the link.

[@Hockeygeek41RULZ]

+Kedarnath Senapati He posted this five years ago.. Sadly, the request for another video is in vain.

[@julianpark93]

I proved some of these properties in a recent video of mine. Please check it out!

[@sylviazhang6786]

It helps me to get some intuitions behind the Brownian motion. Thank you!!

[@zeegy99]

This is such a beastly video

[@abhisheksaini5217]

Thank you sir, Best explanation

[@jishudey353]

awesome explanation , thanks a lot. can you suggest me any suitable book

[@thomasbates9189]

You are amazing! Thank you for this great video!

[@studiesplusdotlk978]

Very clear explanation ..thank you

[@tomislavcosic4185]

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.

[@aniri.t]

Why?

[@Gryzounours]

Best video on brownian motion on youtube. Thanks

[@siyuancheng9575]

Awesome Explaination! Really helpful

[@nickburggraaf3977]

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)] ?

[@danillebedev3420]

Febrary 2020, still waiting for #2

[@MeetYourArchitect]

Did not understand much but found it very interesting. Seems like it could have a lot of application in Finance and Economics.

[@afrianisinaga6009]

Do you have the Brownian Motion #2 video?. Your explanation is really good. I can't understand it. Please, post more about Brownian Motion.

[@alexgold432]

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?

[@ShellyBE2]

This is so cool. very enlightening

[@Samueljayapaulpandit]

Awesome... Was in need of such explanation. Got fed up reading those mathematical formulations... phew....thanks a lot/

[@Jbenderii]

Jun 03, 2022. It has been 11 years and 75 days since Brownian motion #1 (basic properties) was uploaded to KZbin. Supplies are running low, but we continue to wait patiently for Brownian motion #2.

[@yishanhu406]

Helps a lot!!! Thank you very much!

[@hassanjaved4091]

Please, we need more such lectures.

[@witsqafa]

What a great brief explaination, thanks!

[@krabben135]

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

[@Youthemoneyguy]

do you have video #2?

[@intellectualslacker]

Thanks for the explanation. Really needed it for my experimental medicine paper :)

[@craine5132]

Very easily explained 10/10!

[@TonyDalton1234]

Great video. Please make more!

[@xxxThEdOc19xxx]

Great video! But I need an explanation. Why the covariance between Xt and Xs is the minimum value between t and s?

[@donomondi8145]

Thank you!. I cant believe I finally get this

[@anshuman3595]

Today I really understood Black Scholes Option Model...

[@tag_of_frank]

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?

[@megamegatheo]

Great video, thanks!

[@wedalsadah]

Thank you for the explanation

[@Lennon959]

Hi sir. Can you please explain more about the "BM is a fractal"?

[@Farzam.Atashkadi]

Very good Thanks

[@pinkazy]

Thanks , I need the brownian motion II . but it is not here !!!

[@prabhub6607]

Nicely presented. Where can I get the second video?

[@siyabulelamapuza7018]

wOW, BEAUTIFUL VIDEO :D I'm doing a course called "Advanced Stochastic Processes and Time Series " and I found this VERY amazing , thank you!!

[@andra1966]

Great job!Very useful!Thanks

[@julia9029]

This helps a lot! Thank you!

[@pedram4967]

Thank you Mitchell!

[@LoneStarFlo]

I like this video it is very good!

[@adykaadyka]

Fantastic video mate, thank you for this!

[@suleymankatipoglu2828]

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

[@LucijaC]

is there a proof of these properties? i cant find the next video u mentioned at the end

[@julianpark93]

I proved some of these properties in a recent video of mine.

[@DamnYouDamnMe]

This is the most helpful video on SBM I have found. Thanks much!

[@atatahuri6945]

Very useful! Thank you!

[@Antediluvian06]

Part # 2 is badly needed.

[@PaddanL1]

Would also like the second part to be uploaded. Is this possible? Great stuff.

[@thalberg-]

What is this font?

[@mihalisgeorgiades2422]

where is the mentioned next video?

[@alexc7810]

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..

[@aliamdada8645]

Thanks,where I find second Video

[@davidzenkert8759]

Thank you for a great explanation

[@pedram4967]

it would be nice to make a connection between Brownian motion and drift diffusson notion.

[@juliogodel]

Thank you. Very good introduction. Wheres the rest? :) we want more !

[@chogo888]

thanks for that, very nice video, well explained

[@shivbhushan8097]

Plz make more videos on brownian motion and ito calculus

[@masterofhydroponics]

This is really good. Thank you. Will the second video be coming?

[@neo69121]

maaaan this was amazing finally i understand it

[@aliciabennett1491]

Can someone please tell me what the sprunjer motion at time 5:45? please, i am doing my dissertation on this and i don't understand what the sprunjer motion is

[@Conradsmit1206]

"displaced Brownian motion"

[@aliciabennett1491]

@@Conradsmit1206 thank you, life saver

[@elmehdirougui4538]

Thank you so much❤❤❤❤❤🤍🤍🤍🤍🤍

[@Maiku68]

can you re-upload Brownian motion #2?

[@Youthemoneyguy]

this was great!

[@lambertgervais-vachon3844]

This is gold! Thanks

[@univuniveral9713]

What I don't understand is why the variance has to be equal to time.

[@grantfaith]

that was insanely easy to understand, thank you! although proof would be nice too :)

[@picsou97]

can some one tell me why on the 3b the last increment is Wtn - Wtn-1 instead of Wtn - Wtn+1 ?

[@ampofogyekye5372]

+joel nana I think if the differences are the same, then you good to go it could have been Wtn+1 - Wtn

[@dariayakimovich7069]

where is the next video where you prove the properties?

[@julianpark93]

I proved some of these properties in a recent video of mine.

[@moun3imful]

this is a very good video in terms of basics i need to watch part 2 can anyone help me find it ??

[@hunir1]

Brilliant !

[@alexc7810]

All I got from that was you can calculate the possible outcomes of any brownian motion just not an exact outcome.

[@roisincoveney8724]

PART TWO PART TWO PART TWO

[@gregorspv]

Thank you!

[@floranagy2188]

Great explanation!!!! :)

[@superjokerrr]

wheres part 2?

[@lalbahadurprasad4260]

thnx a lot

[@liwan3006]

sir more videos.

[@elhairachmohamedlimam9640]

great !