Source code for stochastic.processes.continuous.wiener

"""Wiener process."""
from stochastic.processes.continuous.brownian_motion import BrownianMotion


class WienerProcess(BrownianMotion):
    """Wiener process, or standard Brownian motion.

    .. image:: _static/wiener_process.png
        :scale: 50%

    :param float t: the right hand endpoint of the time interval :math:`[0,t]`
        for the process
    :param numpy.random.Generator rng: a custom random number generator
    """

    def __init__(self, t=1, rng=None):
        super().__init__(drift=0, scale=1, t=t, rng=rng)

    def __str__(self):
        return "Wiener process on [0, {t}]".format(t=str(self.t))

    def __repr__(self):
        return "WienerProcess(t={t})".format(t=str(self.t))