Articles liés à Wiener Process: Mathematics, Stochastic Process, Norbert...

Wiener Process: Mathematics, Stochastic Process, Norbert Wiener, Brownian Motion, Robert Brown (Botanist), Lévy Process, Martingale (Probability Theory) - Couverture souple

 
9786130336271: Wiener Process: Mathematics, Stochastic Process, Norbert Wiener, Brownian Motion, Robert Brown (Botanist), Lévy Process, Martingale (Probability Theory)

Synopsis

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.

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