Neke karakteristike Brownovog kretanja i njegova primjena
Some characteristics of Brownian motion and its application

Summary/Abstract: Stochastic processes are used in modelling economic events that are timedependent. An example of such an event is a change of prices on a certain market. In this paper we shall define a Brownian motion, one of the most important stochastic processes with applications in natural sciences and economics, and list its most important properties. We shall then give economic assumptions under which the changes in the price of a product or prices on a stock market during a certain period of time can be interpreted as a Brownian motion.

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