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- Wiener_process abstract "In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener. It is often called standard Brownian motion, after 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 and physics.The Wiener process plays an important role both in 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 processes and even potential theory. It is the driving process of Schramm–Loewner evolution. In applied mathematics, the Wiener process is used to represent the integral of a Gaussian white noise process, and so is useful as a model of noise in electronics engineering, instrument errors in filtering theory and unknown forces in control theory.The Wiener process has applications throughout the mathematical sciences. In physics it is used to study Brownian motion, the diffusion of minute particles suspended in fluid, and other types of diffusion via the Fokker–Planck and Langevin equations. It also forms the basis for the rigorous path integral formulation of quantum mechanics (by the Feynman–Kac formula, a solution to the Schrödinger equation can be represented in terms of the Wiener process) and the study of eternal inflation in physical cosmology. It is also prominent in the mathematical theory of finance, in particular the Black–Scholes option pricing model.".
- Wiener_process thumbnail Wiener_process_zoom.png?width=300.
- Wiener_process wikiPageExternalLink 0705.1951.
- Wiener_process wikiPageExternalLink applet.html.
- Wiener_process wikiPageExternalLink index.html.
- Wiener_process wikiPageExternalLink 16212.
- Wiener_process wikiPageExternalLink b5.
- Wiener_process wikiPageExternalLink 0412132.
- Wiener_process wikiPageID "149984".
- Wiener_process wikiPageRevisionID "606022635".
- Wiener_process hasPhotoCollection Wiener_process.
- Wiener_process subject Category:Martingale_theory.
- Wiener_process subject Category:Stochastic_processes.
- Wiener_process subject Category:Variants_of_random_walks.
- Wiener_process type Abstraction100002137.
- Wiener_process type Cognition100023271.
- Wiener_process type Concept105835747.
- Wiener_process type Content105809192.
- Wiener_process type Hypothesis105888929.
- Wiener_process type Idea105833840.
- Wiener_process type Model105890249.
- Wiener_process type PsychologicalFeature100023100.
- Wiener_process type StochasticProcess113561896.
- Wiener_process type StochasticProcesses.
- Wiener_process comment "In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener. It is often called standard Brownian motion, after 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 and physics.The Wiener process plays an important role both in pure and applied mathematics.".
- Wiener_process label "Brownse beweging (wiskunde)".
- Wiener_process label "Proces Wienera".
- Wiener_process label "Processo de Wiener".
- Wiener_process label "Processo di Wiener".
- Wiener_process label "Processus de Wiener".
- Wiener_process label "Wiener process".
- Wiener_process label "Wiener-Prozess".
- Wiener_process label "Винеровский процесс".
- Wiener_process label "ウィーナー過程".
- Wiener_process label "维纳过程".
- Wiener_process sameAs Wienerův_proces.
- Wiener_process sameAs Wiener-Prozess.
- Wiener_process sameAs Processus_de_Wiener.
- Wiener_process sameAs Processo_di_Wiener.
- Wiener_process sameAs ウィーナー過程.
- Wiener_process sameAs 위너_과정.
- Wiener_process sameAs Brownse_beweging_(wiskunde).
- Wiener_process sameAs Proces_Wienera.
- Wiener_process sameAs Processo_de_Wiener.
- Wiener_process sameAs m.01396j.
- Wiener_process sameAs Q1056809.
- Wiener_process sameAs Q1056809.
- Wiener_process sameAs Wiener_process.
- Wiener_process wasDerivedFrom Wiener_process?oldid=606022635.
- Wiener_process depiction Wiener_process_zoom.png.
- Wiener_process isPrimaryTopicOf Wiener_process.
