Wiener process

GPTKB entity

Statements (13)
Predicate Object
gptkbp:instance_of gptkb:Management
gptkbp:has zero
gptkbp:has_property continuous time
independent increments
continuous sample paths
normally distributed increments
gptkbp:has_variance t
https://www.w3.org/2000/01/rdf-schema#label Wiener process
gptkbp:is_used_in Brownian motion
stochastic calculus
mathematical finance
gptkbp:bfsParent gptkb:Norbert_Wiener
gptkbp:bfsLayer 4