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→Terminology术语
Playing a central role in the theory of probability, the Wiener process is often considered the most important and studied stochastic process, with connections to other stochastic processes. Its index set and state space are the non-negative numbers and real numbers, respectively, so it has both continuous index set and states space. But the process can be defined more generally so its state space can be <math>n</math>-dimensional Euclidean space. If the mean of any increment is zero, then the resulting Wiener or Brownian motion process is said to have zero drift. If the mean of the increment for any two points in time is equal to the time difference multiplied by some constant <math> \mu</math>, which is a real number, then the resulting stochastic process is said to have drift <math> \mu</math>.
Playing a central role in the theory of probability, the Wiener process is often considered the most important and studied stochastic process, with connections to other stochastic processes. Its index set and state space are the non-negative numbers and real numbers, respectively, so it has both continuous index set and states space. But the process can be defined more generally so its state space can be <math>n</math>-dimensional Euclidean space. If the mean of any increment is zero, then the resulting Wiener or Brownian motion process is said to have zero drift. If the mean of the increment for any two points in time is equal to the time difference multiplied by some constant <math> \mu</math>, which is a real number, then the resulting stochastic process is said to have drift <math> \mu</math>.
在概率论中起着核心作用的'''<font color="#ff8000"> 维纳过程Wiener process</font>'''，通常被认为是最重要的和研究过的随机过程，与其他随机过程有联系。它的索引集和状态空间分别为非负数和实数，因此它既有连续索引集又有状态空间。但是这个过程可以定义得更广泛，因此它的状态空间可以是<math>n</math>维的'''<font color="#ff8000"> 欧氏空间Euclidean space</font>'''。如果增量的平均值为零，那么由此产生的Wiener或Brownian运动过程称为具有零漂移。如果任意两个时间点的增量的平均值等于时间差乘以某个常数<math> \mu</math>，即一个实数，那么得到的随机过程就具有<math> \mu</math>漂移。
在概率论中起着核心作用的'''<font color="#ff8000"> 维纳过程Wiener process</font>'''，通常被认为是最重要的和研究过的随机过程，与其他随机过程有联系。它的索引集和状态空间分别为非负数和实数，因此它既有连续索引集又有状态空间。但是这个过程可以定义得更广泛，因此它的状态空间可以是<math>n</math>维的'''<font color="#ff8000"> 欧氏空间Euclidean space</font>'''。如果增量的平均值为零，那么由此产生的维纳Wiener或布朗Brownian运动过程称为具有零漂移。如果任意两个时间点的增量的平均值等于时间差乘以某个常数<math> \mu</math>，即一个实数，那么得到的随机过程就具有<math> \mu</math>漂移。
===Notation符号===
===Notation符号===