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authorPrefetch2021-11-14 17:54:04 +0100
committerPrefetch2021-11-14 17:54:04 +0100
commitc0d352dd0f66b47ee91fb96eaf320f895fa78790 (patch)
tree961eb3f1c6afcd418b0319aa2ec4c2c51b84f92a /content/know/concept/wiener-process
parentf2970c55894b3c8d5fd2926a8918d166988109fe (diff)
Expand knowledge base
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-rw-r--r--content/know/concept/wiener-process/index.pdc6
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diff --git a/content/know/concept/wiener-process/index.pdc b/content/know/concept/wiener-process/index.pdc
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+++ b/content/know/concept/wiener-process/index.pdc
@@ -60,6 +60,12 @@ $$\begin{aligned}
= \infty
\end{aligned}$$
+Furthermore, the Wiener process is a good example
+of both a [martingale](/know/concept/martingale/)
+and a [Markov process](/know/concept/markov-process/),
+since each increment has mean zero (so it is a martingale),
+and all increments are independent (so it is a Markov process).
+
## References