Wiener Processes (WP)

Uwe Hassler

Chapter 7 in Stochastic Processes and Calculus, 2016, pp 151-177 from Springer

Abstract: Abstract The Wiener process (or the Brownian motion) is the starting point and the basis for all the following chapters. This is why we will consider this process more explicitly. It is a continuous-time process having as prominent a position in stochastic calculus as the Gaussian distribution in statistics. After introducing its defining properties intuitively, we will discuss important characteristics in the third section. Examples derived from the Wiener process will conclude the exposition.

Keywords: Wiener Process (WP); Continuous Time Process; Stochastic Calculus; Brownian Motion; Normal Distribution (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/978-3-319-23428-1_7

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