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Wiener Measure

The probability law on the space of continuous functions g with g(0)=0, induced by the Wiener process.

See also

Wiener Process

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References

Karatsas, I. and Shreve, S. Brownian Motion and Stochastic Calculus, 2nd ed. New York: Springer-Verlag, 1997.

Referenced on Wolfram|Alpha

Wiener Measure

Cite this as:

Weisstein, Eric W. "Wiener Measure." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/WienerMeasure.html

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