Wiener process
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.
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Abstract Wiener spaceAlfvén's theoremArcsine laws (Wiener process)Base flow (random dynamical systems)Belavkin equationBertrand paradox (probability)Bessel processBlack–Karasinski modelBlack–Scholes equationBrownian bridgeBrownian excursionBrownian meanderBrownian noiseBrownian surfaceCameron–Martin theoremCatalog of articles in probability theoryCauchy processChernoff's distributionClassical Wiener spaceConditioning (probability)Convergence of Probability MeasuresCox–Ingersoll–Ross modelDavid Williams (mathematician)Differential equationDisorder problemDistance correlationDoléans-Dade exponentialDonsker's theoremDrawdown (economics)Engelbert–Schmidt zero–one lawErgodicity economicsEuler–Maruyama methodFermi problemFeynman–Kac formulaFirst-hitting-time modelFokker–Planck equationFractalFractional Brownian motionFunctional determinantFunctional integration
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Wiener process
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.
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Em matemática, o processo de W ...... les de precificação de opções.
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En matemáticas, un proceso de ...... erminados activos financieros.
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En mathématique, le processus ...... babilités et de la statistique
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In matematica, un processo di ...... ti nella teoria dei controlli.
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In mathematics, the Wiener pro ...... –Scholes option pricing model.
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Proces Wienera (ruch Browna) – ...... esa wyceny opcji europejskich.
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Wienerprocess är en stokastisk ...... emellan oberoende slumpvärden.
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Wienerův proces je stochastick ...... ou nezávislé náhodné proměnné.
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Винеровский процесс в теории с ...... ждания с непрерывным временем.
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Вінерівський процес в теорії в ...... ртингалів з неперервним часом.
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April 2021
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What is meant by "exhaust" her ...... e a citation for that theorem.
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Em matemática, o processo de W ...... atemática financeira e física.
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En matemáticas, un proceso de ...... y aplicada, economía y física.
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En mathématique, le processus ...... babilités et de la statistique
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In matematica, un processo di ...... ssi di Lévy meglio conosciuti.
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In mathematics, the Wiener pro ...... utionary biology, and physics.
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Proces Wienera (ruch Browna) – ...... konomii, finansach czy fizyce.
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Wienerprocess är en stokastisk ...... emellan oberoende slumpvärden.
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Wienerův proces je stochastick ...... s rozdělením (pro 0 ≤ s < t).
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Винеровский процесс в теории с ...... ждания с непрерывным временем.
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Вінерівський процес в теорії в ...... ртингалів з неперервним часом.
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Brownse beweging (wiskunde)
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Proces Wienera
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Proceso de Wiener
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Processo de Wiener
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Processo di Wiener
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Processus de Wiener
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Wiener process
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Wienerprocess
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Wienerprozess
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Wienerův proces
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