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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the definition and properties of the Wiener process, a stochastic process with continuous paths. It explains the covariance function, negative definiteness, and independence properties of the Wiener process. The lecture also delves into the generation of Wiener processes using algorithms and the importance of continuous paths in the process.