Statements (30)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:alsoKnownAs |
gptkb:Wiener_process
|
| gptkbp:continuity |
true
|
| gptkbp:hasIndependentIncrements |
true
|
| gptkbp:hasMean |
0
|
| gptkbp:hasModel |
diffusion
stock prices random motion of particles |
| gptkbp:hasNormalIncrements |
true
|
| gptkbp:hasQuadraticVariation |
t
|
| gptkbp:hasSamplePaths |
continuous
|
| gptkbp:hasStationaryIncrements |
true
|
| gptkbp:hasVariance |
t
|
| https://www.w3.org/2000/01/rdf-schema#label |
standard Brownian motion
|
| gptkbp:isGaussianProcess |
true
|
| gptkbp:isMarkovProcess |
true
|
| gptkbp:isMartingale |
true
|
| gptkbp:isNowhereDifferentiable |
true
|
| gptkbp:isTimeHomogeneous |
true
|
| gptkbp:legalSystem |
gptkb:normal_distribution
|
| gptkbp:limitation |
random walk
|
| gptkbp:namedAfter |
gptkb:Robert_Brown
|
| gptkbp:startDate |
0
|
| gptkbp:usedIn |
gptkb:probability_theory
gptkb:stochastic_process mathematical finance physics |
| gptkbp:wasIntroducedBy |
gptkb:Norbert_Wiener
|
| gptkbp:bfsParent |
gptkb:Brownian_motion_with_drift
|
| gptkbp:bfsLayer |
6
|