Properties (50)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
stochastic process
|
| gptkbp:distribution |
true
|
| gptkbp:has_a |
t
zero |
| https://www.w3.org/2000/01/rdf-schema#label |
Wiener process
|
| gptkbp:independence |
true
|
| gptkbp:is_a |
Gaussian process
Markov process random process martingale |
| gptkbp:is_a_model_for |
financial markets
random walks random motion thermal noise particle diffusion |
| gptkbp:is_a_subject_of |
financial modeling
quantitative finance stochastic modeling stochastic calculus mathematical finance |
| gptkbp:is_a_time_for |
true
|
| gptkbp:is_aimed_at |
zero
|
| gptkbp:is_characterized_by |
continuous paths
stationary increments continuous sample paths mean zero and variance t. non-differentiable paths |
| gptkbp:is_designed_to |
Brownian_motion_theory
|
| gptkbp:is_integrated_with |
probability theory
|
| gptkbp:is_recognized_for |
a probability space
|
| gptkbp:is_studied_in |
time series data
|
| gptkbp:is_used_in |
physics
engineering machine learning risk management signal processing stock prices neuroscience biostatistics control theory diffusion processes stochastic differential equations physical phenomena financial mathematics option pricing models random fluctuations |
| gptkbp:previousName |
gptkb:Norbert_Wiener
Brownian motion |
| gptkbp:related_to |
gptkb:Lévy_processes
Itô calculus |