Properties I Learned In Math Class On Brownian Motion (BM), with Explanations

1. BMs come in two forms: “standard” and “multidimensional”

2. Law of large numbers: expected distance traveled during a BM = 0

3. Scaling: a scaled up BM is still a standard BM, it’ll just take longer to get where you’re going

4. Strong Markov property: the flow of BMs in the future are unaffected by BMs in the present after a stopping point has been reached

5. Law of iterated logs: duh