Two-dimensional Brownian motion with dependent components: turning angle
analysis
Two-dimensional Brownian motion with dependent components: turning angle
analysis
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion assume that each component is independent. In this article, we investigate a model of correlated Brownian motion in …