12. 突破可微性才有的玩,
比如布朗运动
The Wiener process Wt is characterized by three properties:[1]
1.W0 = 0
2.The function t → Wt is almost surely continuous
3.Wt has independent increments with (for 0 ≤ s < t).
N(μ, σ2) denotes the normal distribution with expected value μ and variance σ2.
如果 Wt 是布朗运动,那么 也是一个布朗运动
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