For a Wiener process, we know that the mean is $0$ and the variance is $\delta t$. But I am not sure how to interpret $\delta t$. For starter, what is the unit of the time? If the Wiener process is applied to model a stock's daily return, does it follow that the unit of $\delta t$ is one day?
2026-04-12 21:37:57.1776029877
What is the time unit of Wiener process?
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