The Parallels between Physical and Financial Brownian Motion (IMAGE)

_Tokyo Institute of Technology

The Parallels between Physical and Financial Brownian Motion

Caption

The kinetic theory of molecules, involving many collisions between particles, leads to the emergence of physical Brownian motion (a). By generalizing the kinetic framework, the study showed the emergence of financial Brownian motion from decisions made by individual traders (b).

Credit

Kiyoshi Kanazawa at Tokyo Institute of Technology

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