Currently i am reading some papers where the term "mutually indepedent unit Wiener processes" is used. Does that mean that a Wiener process must have zero mean and variance 1? The papers i read: http://ieeexplore.ieee.org.sci-hub.io/document/7248500/ (section IIIA), pdfs.semanticscholar.org/d771/c6a665b40f6e0a8465a0e73f4810fffdacef.pdf (section 2.1). I implent the Wiener process using //me.ucsb.edu/~moehlis/APC591/tutorials/tutorial7/node2.html in matlab.
2026-02-23 11:45:23.1771847123
What is a unit Wiener process?
126 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
My undergrad notes on Wiener processes defined them to have mean $0$ and variance $\sigma^2 t$ where $\sigma^2$ is the rate or diffusion coefficient,$t$ is the time i.e. $$ X(u,u+t) \sim N(0,\sigma^2 t) $$ This allows for no drift due to the mean being $0$. There may be other definitions in use.