bn:00907818n
Noun Concept
Categories: Stochastic differential equations, Probability stubs
EN
Wiener equation
EN
A simple mathematical representation of Brownian motion, the Wiener equation, named after Norbert Wiener, assumes the current velocity of a fluid particle fluctuates randomly: v = d x d t = g, {\displaystyle \mathbf {v} ={\frac {d\mathbf {x} }{dt}}=g,} where v is velocity, x is position, d/dt is the time derivative, and g may for instance be white noise. Wikipedia
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EN
A simple mathematical representation of Brownian motion, the Wiener equation, named after Norbert Wiener, assumes the current velocity of a fluid particle fluctuates randomly: v = d x d t = g, {\displaystyle \mathbf {v} ={\frac {d\mathbf {x} }{dt}}=g,} where v is velocity, x is position, d/dt is the time derivative, and g may for instance be white noise. Wikipedia
mathematical representation of Brownian motion Wikidata
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