Wiener Process
Version 1.0.0 · Updated 2026-07-28
CORE DEFINITION
In mathematics, the Wiener process (or Brownian motion, due to its historical connection with the physical process of the same name) is a real-valued continuous-time stochastic process named after Norbert Wiener. It is one of the best known Lévy processes (càdlàg stochastic processes with stationary independent increments). It occurs frequently in pure and applied mathematics, economics, quantitative finance, and physics.
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In mathematics, the Wiener process (or Brownian motion, due to its historical connection with the physical process of the same name) is a real-valued continuous-time stochastic process named after Norbert Wiener. It is one of the best known Lévy processes (càdlàg stochastic processes with stationary independent increments). It occurs frequently in pure and applied mathematics, economics, quantitative finance, and physics.
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A continuous-time random walk with independent normal increments and zero mean, serving as the mathematical characterization of Brownian motion.
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Source support: Explicit
- en.wikipedia.orghttps://en.wikipedia.org/wiki/Wiener_processverified
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