|
|
|
Wiener Process: Mathematics, Stochastic Process, Norbert Wiener, Brownian Motion, Robert Brown (Botanist), Lévy Process, Martingale (Probability Theor
|
 (Buch) |
Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 2 Artikel!
| Inhalt: |
| Please note that the content of this book primarily consists of articles
available from Wikipedia or other free sources online. In mathematics,
the Wiener process is a continuous-time stochastic process named in
honor of Norbert Wiener. It is often called 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 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. |
|