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description Wiener process #455

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fmeulen opened this issue Apr 6, 2021 · 0 comments
Open

description Wiener process #455

fmeulen opened this issue Apr 6, 2021 · 0 comments

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@fmeulen
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fmeulen commented Apr 6, 2021

A small remark on the documentation
*The WienerProcess, also known as Brownian motion, or the noise in the Langevin equation, is the stationary process with white noise increments and a distribution N(0,t). *

  • I think this statement is not correct, BM is not stationary. [It is of course a minor thing.]
  • Also people from physics sometimes refer to the solution to the Langevin equation as Brownian motion, so mentioning 'noise in the Langevin equation' may give rise to confusion.
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