Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:alsoKnownAs |
gptkb:Wiener_process
|
| gptkbp:distributedBy |
gptkb:normal_distribution
|
| gptkbp:hasCovarianceFunction |
min(s,t) for times s, t
|
| gptkbp:hasInitialValue |
0
|
| gptkbp:hasMean |
0
|
| gptkbp:hasProperty |
independent increments
stationary increments Gaussian increments continuous-time |
| gptkbp:hasSpecialCase |
gptkb:stochastic_process
gptkb:Gaussian_process Markov chain |
| https://www.w3.org/2000/01/rdf-schema#label |
Gauss–Wiener process
|
| gptkbp:limitation |
random walk
|
| gptkbp:namedAfter |
gptkb:Carl_Friedrich_Gauss
gptkb:Norbert_Wiener |
| gptkbp:solvedBy |
gptkb:stochastic_process
|
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance physics |
| gptkbp:bfsParent |
gptkb:Louis_Gauss
|
| gptkbp:bfsLayer |
6
|