Wiener process

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The generator of a Brownian motion is ½ times the Laplace–Beltrami operator. The image above is of the Brownian motion on a special manifold: the surface of a sphere.

In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener. It is often called standard Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with stationary independent increments) and occurs frequently in pure and applied mathematics, economics and physics.

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