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Diffstat (limited to 'content/know/concept/wiener-process')
| -rw-r--r-- | content/know/concept/wiener-process/index.pdc | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/content/know/concept/wiener-process/index.pdc b/content/know/concept/wiener-process/index.pdc index f8610a2..dc3892d 100644 --- a/content/know/concept/wiener-process/index.pdc +++ 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 |