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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Generalized Wiener process ： ウィキペディア英語版 Generalized Wiener process In statistics, a generalized Wiener process (named after Norbert Wiener) is a continuous time random walk with drift and random jumps at every point in time. Formally: :$a(x,t)\; dt\; +\; b(x,t)\; \backslash eta\; \backslash sqrt$ where a and b are deterministic functions, t is a continuous index for time, x is a set of exogenous variables that may change with time, dt is a differential in time, and η is a random draw from a standard normal distribution at each instant. == See also == *Wiener process 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Generalized Wiener process」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.