Classical Wiener Space

(Metric Geometry)

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Metric Geometry
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What is Classical Wiener space?

In mathematics, classical Wiener space is the collection of all continuous functions on a given domain (usually a sub-interval of the real line), taking values in a metric space (usually n-dimensional Euclidean space). Classical Wiener space is useful in the study of stochastic processes whose sample paths are continuous functions. It is named after the American mathematician Norbert Wiener.

Technology Types

hypothesismetric geometrystochastic processstochastic processe


Classical Wiener measureWiener Space


Espace de Wiener (fr)Espaço de Wiener (pt)

Tech Info

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 — Date merged: 11/6/2021, 1:32:50 PM
 — Date scraped: 5/20/2021, 6:20:25 PM