Generalized Wiener process
In
random
jumps at every point in time. Formally:
where a and b are
standard normal distribution
at each instant.
In
where a and b are
This article does not cite any sources. Please help improve this article by adding citations to reliable sources. Unsourced material may be challenged and removed. Find sources: "Generalized Wiener process" – news · newspapers · books · scholar · JSTOR (February 2010) (Learn how and when to remove this template message) |
This statistics-related article is a stub. You can help Wikipedia by expanding it. |