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Gaussian-process characterization of Brownian motion
...
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Stochastic process
Brownian motion
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Words: 15
A centered
Gaussian process
with almost surely continuous paths and covariance
E
[
B
s
B
t
]
=
min
(
s
,
t
)
is a standard
Brownian motion
.
Ancestors
(7)
Brownian motion
Stochastic process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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