Classical Wiener space

In mathematics, classical Wiener space is the collection of all continuous functions on a given domain (usually a sub-interval of the real line), taking values in a metric space (usually n-dimensional Euclidean space). Classical Wiener space is useful in the study of stochastic processes whose sample paths are continuous functions. It is named after the American mathematician Norbert Wiener.

Classical Wiener space

In mathematics, classical Wiener space is the collection of all continuous functions on a given domain (usually a sub-interval of the real line), taking values in a metric space (usually n-dimensional Euclidean space). Classical Wiener space is useful in the study of stochastic processes whose sample paths are continuous functions. It is named after the American mathematician Norbert Wiener.