Not signed in

Want to take part in these discussions? Sign in if you have an account, or apply for one below

• Username
• Password
• Remember me

• Sign in using OpenID
• Remember me

• Forgot your password?
• Apply for membership

2-category 2-category-theory abelian-categories adjoint algebra algebraic algebraic-geometry algebraic-topology analysis analytic-geometry arithmetic arithmetic-geometry book bundles calculus categorical categories category category-theory chern-weil-theory cohesion cohesive-homotopy-type-theory cohomology colimits combinatorics complex complex-geometry computable-mathematics computer-science constructive cosmology deformation-theory descent diagrams differential differential-cohomology differential-equations differential-geometry digraphs duality elliptic-cohomology enriched fibration finite foundation foundations functional-analysis functor gauge-theory gebra geometric-quantization geometry graph graphs gravity grothendieck group group-theory harmonic-analysis higher higher-algebra higher-category-theory higher-differential-geometry higher-geometry higher-lie-theory higher-topos-theory homological homological-algebra homotopy homotopy-theory homotopy-type-theory index-theory integration integration-theory k-theory lie-theory limits linear linear-algebra locale localization logic mathematics measure-theory modal modal-logic model model-category-theory monad monads monoidal monoidal-category-theory morphism motives motivic-cohomology nlab noncommutative noncommutative-geometry number-theory of operads operator operator-algebra order-theory pages pasting philosophy physics pro-object probability probability-theory quantization quantum quantum-field quantum-field-theory quantum-mechanics quantum-physics quantum-theory question representation representation-theory riemannian-geometry scheme schemes set set-theory sheaf sheaves simplicial space spin-geometry stable-homotopy-theory stack string string-theory superalgebra supergeometry svg symplectic-geometry synthetic-differential-geometry terminology theory topology topos topos-theory tqft type type-theory universal variational-calculus

1. • CommentRowNumber1.
   • CommentAuthorzskoda
   • CommentTimeNov 15th 2020
   • PermaLink
   Author: zskoda
   Format: MarkdownItexRedirect and few words about Wiener integral. <a href="https://ncatlab.org/nlab/revision/diff/Wiener+measure/2">diff</a>, <a href="https://ncatlab.org/nlab/revision/Wiener+measure/2">v2</a>, <a href="https://ncatlab.org/nlab/show/Wiener+measure">current</a>

   Redirect and few words about Wiener integral.

   diff, v2, current

2. • CommentRowNumber2.
   • CommentAuthorUrs
   • CommentTimeNov 30th 2023
   • PermaLink
   Author: Urs
   Format: MarkdownItexadded some references (here and at *[[Brownian motion]]*, am undecided where best to redirect to for "Wiener process") such as the eponymous original: * [[Norbert Wiener]], *The Average of an Analytic Functional and the Brownian Movement*, Proceedings of the National Academy of Sciences of the United States of America, **7** 10 (1921) 294-298 &lbrack;[jstor:84434](https://www.jstor.org/stable/84434)&rbrack; an introduction * Tamas Szabados, *An elementary introduction to the Wiener process and stochastic integrals*, Studia Scientiarum Mathematicarum Hungarica **31** (1996) 249-297 &lbrack;[arXiv:1008.1510](https://arxiv.org/abs/1008.1510)&rbrack; and on some history: * Arthur Genthon, *The concept of velocity in the history of Brownian motion -- From physics to mathematics and back*, Eur. Phys. J. H **45** (2020) 49-105 &lbrack;[arXiv:2006.05399](https://arxiv.org/abs/2006.05399), [doi:10.1140/epjh/e2020-10009-8]( https://doi.org/10.1140/epjh/e2020-10009-8)&rbrack; <a href="https://ncatlab.org/nlab/revision/diff/Wiener+measure/4">diff</a>, <a href="https://ncatlab.org/nlab/revision/Wiener+measure/4">v4</a>, <a href="https://ncatlab.org/nlab/show/Wiener+measure">current</a>

   added some references (here and at Brownian motion, am undecided where best to redirect to for “Wiener process”)

   such as the eponymous original:

   • Norbert Wiener, The Average of an Analytic Functional and the Brownian Movement, Proceedings of the National Academy of Sciences of the United States of America, 7 10 (1921) 294-298 [jstor:84434]

   an introduction

   • Tamas Szabados, An elementary introduction to the Wiener process and stochastic integrals, Studia Scientiarum Mathematicarum Hungarica 31 (1996) 249-297 [arXiv:1008.1510]

   and on some history:

   • Arthur Genthon, The concept of velocity in the history of Brownian motion – From physics to mathematics and back, Eur. Phys. J. H 45 (2020) 49-105 [arXiv:2006.05399, doi:10.1140/epjh/e2020-10009-8]

   diff, v4, current