##  [Wiener Measure](/wiener-measure) 

  ##  [Wiener Measure](https://natural.quantumdictionary.io/wiener-measure-0) 

  

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**Natural & Formal Sciences Dictionary**

 







 

 

 

 



 

 

 

 

Definition

A probability measure on the space of continuous paths (usually starting at a specified point) under which the coordinate maps have Gaussian finite-dimensional marginals with independent increments; it is the canonical law of continuous stochastic motion with stationary, normally distributed increments.