Revision as of 15:24, 18 December 2020 edit Monkbot (talk \| contribs) Bots 3,695,952 edits m Task 18 (cosmetic): eval 9 templates: hyphenate params (3×); Tag: AWB ← Previous edit		Revision as of 12:48, 24 December 2020 edit undo SigmaLambdaPi (talk \| contribs) 44 edits Update reference to definition of Wiener process to 5th ed. of Durrett Next edit →
Line 11: == Characterisations of the Wiener process == The Wiener process ''<math>W_t</math>'' is characterised by the following properties:<ref>{{cite book \|last=Durrett ~~1996,~~\|first=Rick \|author-link=Rick Durrett \|date=2019 \|title=Probability: Theory and Examples \|edition=5th \|chapter=Brownian ~~Sect.~~Motion ~~7.1~~\|isbn=9781108591034}}</ref> #<math>W_0= 0</math> Line 334: * {{cite book \|author-link=Hagen Kleinert \|last=Kleinert \|first=Hagen \|title=Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets \|url=https://archive.org/details/pathintegralsinq0000klei \|url-access=registration \|edition=4th \|publisher=World Scientific \|___location=Singapore \|year=2004 \|isbn=981-238-107-4 }} (also available online: [http://www.physik.fu-berlin.de/~kleinert/b5 PDF-files])'' * {{cite book \|last=Stark \|first=Henry \|author2-link=John W. Woods \|last2=Woods \|first2=John \|title=Probability and Random Processes with Applications to Signal Processing \|edition=3rd \|publisher=Prentice Hall \|___location=New Jersey \|year=2002 \|isbn=0-13-020071-9 }} * {{cite book \|author-link=Rick Durrett \|last=Durrett \|first=R. \|year=2000 \|title=Probability: theory and examples \|edition=4th \|publisher=Cambridge University Press \|isbn=0-521-76539-0 }} * {{cite book \|first=Daniel \|last=Revuz \|first2=Marc \|last2=Yor \|title=Continuous martingales and Brownian motion \|edition=Second \|publisher=Springer-Verlag \|year=1994 }}

Wiener process: Difference between revisions