WienerProcess

Tersedia

Wiener process with Normal time slices

Bentuk

WienerProcess[μ, σ]

WienerProcess[]

Contoh disahkanMean[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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Topik

Markov Processes - Continuous-Time Markov Processes »
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New In100 Symbolic And Numeric Computation - Parametric Processes »
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New In90 Mathematics And Algorithms - Parametric Processes »
Parametric Random Processes - Continuous Time and Continuous State

Berkaitan

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