Gabriel Peyré on X: "The Brownian motion (aka Wiener process) is the scaling limit of a random walk. The Brownian bridge forces the path to interpolates between two points. https://t.co/P4IkzAnNEe https://t.co/QOLeIXASRQ https://t.co/9ewuwmUngu" /
![stochastic processes - Constructing a Brownian motion from a Simple Random Walk - Quantitative Finance Stack Exchange stochastic processes - Constructing a Brownian motion from a Simple Random Walk - Quantitative Finance Stack Exchange](https://i.stack.imgur.com/sthmu.png)
stochastic processes - Constructing a Brownian motion from a Simple Random Walk - Quantitative Finance Stack Exchange
![Random Walk, Brownian Motion, and Stochastic Differential Equations — the Intuition | by Tom Z. Jiahao | Towards Data Science Random Walk, Brownian Motion, and Stochastic Differential Equations — the Intuition | by Tom Z. Jiahao | Towards Data Science](https://miro.medium.com/v2/resize:fit:1400/1*CeB6p6cZYiFOqFng9GLIBw.png)