The probability law on the space of continuous functions 
with 
, induced by the Wiener
process.
Wiener Measure
See also
Wiener ProcessExplore with Wolfram|Alpha
References
Karatsas, I. and Shreve, S. Brownian Motion and Stochastic Calculus, 2nd ed. New York: Springer-Verlag, 1997.Referenced on Wolfram|Alpha
Wiener MeasureCite this as:
Weisstein, Eric W. "Wiener Measure." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/WienerMeasure.html