WienerProcess

可用

Wiener process with Normal time slices

形式

WienerProcess[μ, σ]

WienerProcess[]

已驗證的範例Mean[WienerProcess[μ, σ][t]] → t*μ Variance[WienerProcess[μ, σ][t]] → t*σ^2 CovarianceFunction[WienerProcess[], s, t] → Min[s, t]

在 Qurak 上執行搜尋參考文件

主題

Markov Processes - Continuous-Time Markov Processes »
New In100 Higher Mathematical Computation - Parametric Processes »
New In100 Symbolic And Numeric Computation - Parametric Processes »
New In90 Alphabetical Listing - W
New In90 Mathematics And Algorithms - Parametric Processes »
Parametric Random Processes - Continuous Time and Continuous State

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