SliceDistribution

SliceDistribution[proc, t] represents the distribution of the process state at time t.

• SliceDistribution[proc, {t1, ..., tk}] represents the joint distribution of process states at times t1 < ... < tk.

Examples

Distribution at a specific time:

proc = WienerProcess[];
SliceDistribution[proc, 1]

Joint distribution at multiple times:

SliceDistribution[proc, {1, 2, 3}]

Sample from slice distribution:

RandomVariate[SliceDistribution[WienerProcess[], 2], 10]

Please visit the official Wolfram Language Reference for more details.