TQBTHEQUANTBATEMAN
TQB/ learn/ foundations/ brownian motionEN · DARK
Foundationspractitionerconcept

Brownian Motion

The continuous-time noise behind classical diffusion models.

Reviewed 2026-08-10TheQuantBateman ResearchReading note
01Intuition

Build the mental model first.

Brownian motion accumulates independent, normally distributed shocks. Paths are continuous but nowhere differentiable.

ONE-LINE DEFINITION

The continuous-time noise behind classical diffusion models.

02Mathematics

Now make it exact.

W0=0,WtWsN(0,ts)W_0=0, \quad W_t-W_s \sim \mathcal{N}(0,t-s)
Notation and units

Decimal rates and volatilities, year-fraction time and continuous compounding unless stated otherwise.

03Assumptions

Every model has a price.

01

Educational conventions are stated explicitly and may simplify market quotation or settlement details.

02

Rates are continuously compounded unless the section says otherwise.

03

Inputs are deterministic in the base model.

“An unstated convention is a future reconciliation break.”— THEQUANTBATEMAN
04Market use

Why a quant cares.

It drives Black-Scholes diffusions and remains a baseline building block for stochastic models.

IntuitionMathematicsImplementationDesk risk
05Desk view
FRONT OFFICE VIEW

The hedge has opinions.

Start with the quote convention, then ask which Foundations risk survives the hedge. A number without its convention is merely well-dressed ambiguity.

Ask Bateman about this model
06Related

Continue through the graph.