Matches in DBpedia 2015-10 for { <http://dbpedia.org/resource/Wiener_process> ?p ?o }
- 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 white noise Gaussian 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 interactive-stochastic-processes.
- Wiener_process wikiPageExternalLink b5.
- Wiener_process wikiPageExternalLink 0705.1951.
- Wiener_process wikiPageExternalLink applet.html.
- Wiener_process wikiPageExternalLink index.html.
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- Wiener_process wikiPageExternalLink 0412132.
- Wiener_process wikiPageID "149984".
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- Wiener_process wikiPageRevisionID "683411805".
- Wiener_process wikiPageWikiLink Abstract_Wiener_space.
- Wiener_process wikiPageWikiLink Algebraic_formula_for_the_variance.
- Wiener_process wikiPageWikiLink Almost_surely.
- Wiener_process wikiPageWikiLink Applied_mathematics.
- Wiener_process wikiPageWikiLink Atom_(measure_theory).
- Wiener_process wikiPageWikiLink Black–Scholes.
- Wiener_process wikiPageWikiLink Black–Scholes_model.
- Wiener_process wikiPageWikiLink Bounded_variation.
- Wiener_process wikiPageWikiLink Brownian_bridge.
- Wiener_process wikiPageWikiLink Brownian_excursion.
- Wiener_process wikiPageWikiLink Brownian_motion.
- Wiener_process wikiPageWikiLink Brownian_web.
- Wiener_process wikiPageWikiLink Category:Martingale_theory.
- Wiener_process wikiPageWikiLink Category:Stochastic_processes.
- Wiener_process wikiPageWikiLink Category:Variants_of_random_walks.
- Wiener_process wikiPageWikiLink Chernoffs_distribution.
- Wiener_process wikiPageWikiLink Classical_Wiener_space.
- Wiener_process wikiPageWikiLink Computational_formula_for_the_variance.
- Wiener_process wikiPageWikiLink Continuous_function.
- Wiener_process wikiPageWikiLink Control_theory.
- Wiener_process wikiPageWikiLink Correlation_function.
- Wiener_process wikiPageWikiLink Covariance_function.
- Wiener_process wikiPageWikiLink Càdlàg.
- Wiener_process wikiPageWikiLink Definite_integral.
- Wiener_process wikiPageWikiLink Diffusion.
- Wiener_process wikiPageWikiLink Diffusion_process.
- Wiener_process wikiPageWikiLink Dirac_delta_function.
- Wiener_process wikiPageWikiLink Donskers_theorem.
- Wiener_process wikiPageWikiLink Doobs_martingale_convergence_theorems.
- Wiener_process wikiPageWikiLink Economy.
- Wiener_process wikiPageWikiLink Electronic_engineering.
- Wiener_process wikiPageWikiLink Electronics_engineering.
- Wiener_process wikiPageWikiLink Entire_function.
- Wiener_process wikiPageWikiLink Eternal_inflation.
- Wiener_process wikiPageWikiLink Euler–Maruyama_method.
- Wiener_process wikiPageWikiLink Expected_value.
- Wiener_process wikiPageWikiLink Feynman–Kac_formula.
- Wiener_process wikiPageWikiLink Filter_(signal_processing).
- Wiener_process wikiPageWikiLink Filtration_(mathematics).
- Wiener_process wikiPageWikiLink First_exit_time.
- Wiener_process wikiPageWikiLink Fokker–Planck_equation.
- Wiener_process wikiPageWikiLink Fourier_series.
- Wiener_process wikiPageWikiLink Fractal.
- Wiener_process wikiPageWikiLink Gaussian_process.
- Wiener_process wikiPageWikiLink Geometric_Brownian_motion.
- Wiener_process wikiPageWikiLink Girsanov_theorem.
- Wiener_process wikiPageWikiLink Hausdorff_dimension.
- Wiener_process wikiPageWikiLink Hitting_time.
- Wiener_process wikiPageWikiLink Independence_(probability_theory).
- Wiener_process wikiPageWikiLink Integral.
- Wiener_process wikiPageWikiLink Karhunen–Loève_theorem.
- Wiener_process wikiPageWikiLink Langevin_equation.
- Wiener_process wikiPageWikiLink Law_(stochastic_processes).
- Wiener_process wikiPageWikiLink Law_of_the_iterated_logarithm.
- Wiener_process wikiPageWikiLink Lebesgue_measure.
- Wiener_process wikiPageWikiLink Left-continuous.
- Wiener_process wikiPageWikiLink Local_martingale.
- Wiener_process wikiPageWikiLink Local_time_(mathematics).
- Wiener_process wikiPageWikiLink Lxc3xa9vys_modulus_of_continuity_theorem.
- Wiener_process wikiPageWikiLink Lévy_distribution.
- Wiener_process wikiPageWikiLink Lévy_process.
- Wiener_process wikiPageWikiLink Martingale_(probability_theory).
- Wiener_process wikiPageWikiLink Mathematical_finance.
- Wiener_process wikiPageWikiLink Mathematics.
- Wiener_process wikiPageWikiLink Maxima_and_minima.
- Wiener_process wikiPageWikiLink Modulus_of_continuity.
- Wiener_process wikiPageWikiLink Neighborhood_(mathematics).
- Wiener_process wikiPageWikiLink Neighbourhood_(mathematics).
- Wiener_process wikiPageWikiLink Norbert_Wiener.
- Wiener_process wikiPageWikiLink Normal_Distribution.
- Wiener_process wikiPageWikiLink Normal_distribution.
- Wiener_process wikiPageWikiLink Nowhere_dense_set.
- Wiener_process wikiPageWikiLink Ornstein–Uhlenbeck_process.
- Wiener_process wikiPageWikiLink Partial_differential_equation.
- Wiener_process wikiPageWikiLink Path_integral_formulation.
- Wiener_process wikiPageWikiLink Perfect_set.
- Wiener_process wikiPageWikiLink Physical_cosmology.
- Wiener_process wikiPageWikiLink Physics.
- Wiener_process wikiPageWikiLink Polynomial.
- Wiener_process wikiPageWikiLink Potential_theory.
- Wiener_process wikiPageWikiLink Probability_density_function.
- Wiener_process wikiPageWikiLink Pushforward_measure.
- Wiener_process wikiPageWikiLink Quadratic_variation.
- Wiener_process wikiPageWikiLink Quantum_mechanics.
- Wiener_process wikiPageWikiLink Random_process.
- Wiener_process wikiPageWikiLink Random_walk.
- Wiener_process wikiPageWikiLink Right-continuous.