Overview

Wiener process


'Wiener process' can also refer to...

 

More Like This

Show all results sharing this subject:

  • Economics

GO

Show Summary Details

Quick Reference

A model for the stochastic price-generating process for securities (cf. Brownian motion; Markov process). The process is characterized by the fact that at any time interval (t), the increase in ...

Subjects: Economics.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.