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I am going through the book - An Introduction to Mathematical finance by Sheldon Ross in which Brownian Motion is expressed as the limit of simpler models.

I do not understand how the expression for the probability of positive increments: $p = \dfrac{1}{2}(1 + \dfrac{\mu}{\sigma} \sqrt \Delta)$ came. Would really appreciate hints regarding the origin of this expression.

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MathMan
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    It's just an assumption. But if you read on you will see how it leads to "a Brownian motion with drift parameter $\mu$ and variance parameter $\sigma^{2}$." – Ali Mar 20 '22 at 18:18

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