From c0d352dd0f66b47ee91fb96eaf320f895fa78790 Mon Sep 17 00:00:00 2001 From: Prefetch Date: Sun, 14 Nov 2021 17:54:04 +0100 Subject: Expand knowledge base --- content/know/concept/wiener-process/index.pdc | 6 ++++++ 1 file changed, 6 insertions(+) (limited to 'content/know/concept/wiener-process/index.pdc') 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 -- cgit v1.2.3