If we fix the drift at $\mu = 0$, then my geometric brownian motion will have stationary mean, but it seems that the variance will grow without bound. What does the limiting distribution look like for different volatilities? Is there a "tipping" point where its limiting distribution behavior changes?
2026-04-02 11:37:33.1775129853
Asymptotic distribution of zero-drift Geometric Brownian Motion as $t \to \infty$
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