WienerProcess

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Wiener process with Normal time slices

Formen

WienerProcess[μ, σ]

WienerProcess[]

Verifizierte BeispieleMean[WienerProcess[μ, σ][t]] → t*μ Variance[WienerProcess[μ, σ][t]] → t*σ^2 CovarianceFunction[WienerProcess[], s, t] → Min[s, t]

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Themen

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Verwandt

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