Contents Introduction Original Black-Scholes Formula Fractional Brownian Motion Applications of Wick-Itˆ o Stochastic Calculus in Finance Other Developments & Future Works References

基于matlab扩充软件comsol对粒子的布朗运动进行模拟，可以有效的描述粒子运动轨迹-Based on matlab software comsol expansion of Brownian motion of particles were simulated, can effectively describe the particle trajectories

Brownian motion of particles suspended in a fluid is studied, and expressions derived for the particle diff usivity and velocity autocorrelation function. The theory of thermal noise in a general linear system is applied to both the particl