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Math Help - Cos of Brownian motion

  1. #1
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    Dundee
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    Cos of Brownian motion

    If you take the cosine of brownian motion, can you make the assumption it's 1?
    As brownian motion has a mean of zero, over time taking the cos at each time step it'll average out to one?
    sorry if silly question, but i want to make the assumption in a problem that (1- cos x).dt (x being brownian) this term for all intents and purposes is zero.
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  2. #2
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    Dundee
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    Re: Cos of Brownian motion

    ah i didn't do ito properly in the previous step. ignore this question.
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