The WienerProcess command creates a new Wiener process. If called with no arguments, the WienerProcess command creates a new standard Wiener process, , that is a Gaussian process with independent increments such that  with probability ,  and  for all .

The WienerProcess(Sigma) calling sequence creates a Wiener process with covariance matrix Sigma. The matrix Sigma must be a positive semi-definite square matrix. The dimension of the generated process will be equal to the dimension of the matrix Sigma.

If an optional parameter J is passed, the WienerProcess command creates a process of the form , where  is the standard Wiener process. Note that the subordinator  must be an increasing process with non-negative, homogeneous, and independent increments. This can be either another stochastic process such as a Poisson process or a Gamma process, a procedure, or an algebraic expression.

The Finance[WienerProcess] command was introduced in Maple 15.

For more information on Maple 15 changes, see Updates in Maple 15.