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Wiener Measure
In mathematics, the Wiener process is a real-valued continuous-time stochastic process named in honor of American mathematician Norbert Wiener for his investigations on the mathematical properties of the one-dimensional Brownian motion. It is often also called Brownian motion due to its historical connection with the physical process of the same name originally observed by Scottish botanist Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with stationary independent increments) and occurs frequently in pure and applied mathematics, economics, quantitative finance, evolutionary biology, and physics. The Wiener process plays an important role in both pure and applied mathematics. In pure mathematics, the Wiener process gave rise to the study of continuous time martingales. It is a key process in terms of which more complicated stochastic processes can be described. As such, it plays a vital role in stochastic calculus, diffusion processe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Wiener Process Zoom
Wiener (from German: "wikt:Viennese, Viennese") may refer to: Food * A Polish sausage (kielbasa) or "wenar" * A Vienna sausage of German origin, named after the capital of Austria * A hot dog, a cooked sausage, traditionally grilled or steamed and served in a sliced bun People * Wiener (surname) Places *Wiener Neudorf, a town in the eastern part of the Mödling district, Austria *Wiener Neustadt, a town south of Vienna, in the state of Lower Austria, Austria *Wiener Stadthalle, an indoor arena, in Vienna, Austria *Wiener Staatsoper, the Vienna State Opera Other uses *The Wiener AC, also known as Wiener AC or WAC, an Austrian sports club in Vienna * Wiener process, a mathematical model related to Brownian motion * Wiener equation, named after Norbert Wiener, assumes the current velocity of a fluid particle fluctuates randomly * Wiener filter, a noise filter used in signal processing * Wiener (crater), a crater on the far side of the Moon *''Wiener Bonbons'', a waltz by Johan St ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
