|
gptkbp:instanceOf
|
gptkb:stochastic_process
|
|
gptkbp:alsoKnownAs
|
Brownian motion
|
|
gptkbp:distributionOfIncrements
|
gptkb:normal_distribution
|
|
gptkbp:firstDescribed
|
1900
|
|
gptkbp:generalizes
|
random walk
|
|
gptkbp:hasContinuousPaths
|
true
|
|
gptkbp:hasIndependentIncrements
|
true
|
|
gptkbp:hasMean
|
0
|
|
gptkbp:hasModel
|
diffusion
heat conduction
noise in electronic circuits
option pricing
particle motion
random fluctuations in physics
stock prices
|
|
gptkbp:hasNoJumps
|
true
|
|
gptkbp:hasStationaryIncrements
|
true
|
|
gptkbp:hasVariance
|
t
|
|
https://www.w3.org/2000/01/rdf-schema#label
|
Wiener process
|
|
gptkbp:incrementDistributionMean
|
0
|
|
gptkbp:incrementDistributionVariance
|
difference of time points
|
|
gptkbp:isGaussianProcess
|
true
|
|
gptkbp:isMartingale
|
true
|
|
gptkbp:isTimeHomogeneous
|
true
|
|
gptkbp:namedAfter
|
gptkb:Norbert_Wiener
|
|
gptkbp:samplePathsAreNowhereDifferentiable
|
true
|
|
gptkbp:satisfies
|
gptkb:Markov_property
|
|
gptkbp:solvedBy
|
gptkb:stochastic_process
|
|
gptkbp:usedIn
|
gptkb:stochastic_process
mathematical finance
physics
|
|
gptkbp:bfsParent
|
gptkb:Norbert_Wiener
|
|
gptkbp:bfsLayer
|
2
|
