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1. 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 ... [100%] 2023-10-11 [Wiener process] [Martingale theory]...
2. Wiener process: A homogeneous Gaussian process $ X( t) $ with independent increments. A Wiener process serves as one of the models of Brownian motion. (Mathematics) [100%] 2023-10-17 [Markov processes]
3. Generalized Wiener process: In statistics, a generalized Wiener process (named after Norbert Wiener) is a continuous time random walk with drift and random jumps at every point in time. Formally: where a and b are deterministic functions, t is a continuous index for ... [81%] 2023-07-30 [Wiener process]
4. Reflection principle (Wiener process): In the theory of probability for stochastic processes, the reflection principle for a Wiener process states that if the path of a Wiener process f(t) reaches a value f(s) = a at time t = s, then the subsequent path ... (Wiener process) [70%] 2023-04-09 [Stochastic calculus] [Probability theorems]...