ThmDex – An index of mathematical definitions, results, and conjectures.
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Definition D5080
Standard Wiener process
Formulation 1
A D5078: Random Euclidean real process $X : [0, \infty) \to \text{Random}(\mathbb{R}^N)$ is a standard Wiener process in dimension $N$ if and only if
(1) \begin{equation} X(0) = \boldsymbol{0} \end{equation}
(2) \begin{equation} X = (X_1, X_2, \, \ldots, \, X_N) \end{equation}
(3) $X_1, X_2, \, \ldots, \, X_N$ are each a D3658: Standard real Wiener process
(4) $X_1, X_2, \, \ldots, \, X_N$ is an D2713: Independent random collection
Also known as
Standard brownian motion