Wiener process - Wiener catie
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A time-continuous stochastic process devised by the American mathematician N. Wiener. In addition to being a mathematical model of Brownian motion, it is widely used in both pure and applied mathematics, including in the diffusion process in thermodynamics, noise theory in electronic engineering, and the Black-Scholes equation in financial engineering. Source: About Shogakukan Digital Daijisen Information | Legend |
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米国の数学者N＝ウィーナーが考案した時間的に連続な確率過程。ブラウン運動の数学的モデルであるほか、熱力学の拡散過程、電子工学のノイズ理論、金融工学のブラックショールズの方程式など、純粋数学・応用数学の両分野で広く用いられる。
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