Wiener equation

This article needs additional citations for verification. Please help by adding citations to reliable sources. Unsourced material may be challenged and removed. Find sources:  –  ·  ·  · scholar · JSTOR (February 2021) (Learn how and when to remove this template message)

A simple mathematical representation of Brownian motion, the Wiener equation, named after Norbert Wiener,^[1] assumes the current velocity of a fluid particle fluctuates randomly:

${\displaystyle \mathbf {v} ={\frac {d\mathbf {x} }{dt}}=g(t),}$

where v is velocity, x is position, d/dt is the time derivative, and g(t) may for instance be white noise.

Since velocity changes instantly in this formalism, the Wiener equation is not suitable for short time scales. In those cases, the Langevin equation, which looks at particle acceleration, must be used.

References[]

This probability-related article is a stub. You can help Wikipedia by .

• v
• t