# Correlated Wiener Processes

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This Demonstration displays the paths of two correlated Wiener processes.

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Contributed by: Andrzej Kozlowski (March 2011)

Open content licensed under CC BY-NC-SA

## Snapshots

## Details

There are several ways to generate correlated processes. This Demonstration reveals the following simple fact: if ,) are a pair of uncorrelated standard normal random variables then are a pair of standard normal variables with correlation coefficient .

## Permanent Citation

"Correlated Wiener Processes"

http://demonstrations.wolfram.com/CorrelatedWienerProcesses/

Wolfram Demonstrations Project

Published: March 7 2011