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Additional
Wiener Process
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Wiener process
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
.
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