Brownian Motion Variance

Problem

Standard Brownian motion with diffusion coefficient sigma has variance sigma^2 * t at time t. Return that variance, or 0.0 for t < 0.

Hint

Brownian variance grows linearly with the time horizon.

case 1

in: [1,2]

expected: 2

case 2

in: [2,3]

expected: 12

case 3

in: [0.5,4]

expected: 1

case 4

in: [1,0]

expected: 0

case 5

in: [0,5]

expected: 0

Starter codePython

def brownian_variance(sigma, t):
    # Your code here
    pass

5 test cases · run your code against them in the editor