README.txt

This folder "Brownian_motion" contains files for the calculation of a brownian motion or Wiener process, in 1 and 2 dimensions and the estimation of statistical moments associated to it.

Files included in the folder:
- BrownianMotion.m: Matlab code to calculate brownian motions and perform numerically some statistical calculations
- brownian_motion_1D.m: function that generated and plots a 1D brownian motion
- brownian_motion_2D.m: function that generated and plots a 2D brownian motion
- Brownian_motion.pdf: pdf file describing the implementation of the previous functions