ELI5: Explain Like I'm 5

wiener process

Wiener process is kind of like a never-ending, random walk that is used in mathematics to help figure out how things, like stock prices, move around. Imagine you are walking randomly across a room. You might take one step to the left, and then two steps to the right. That's kind of like a Wiener process, a never-ending sequence of steps randomly chosen. You don't know where you'll end up, but the process is predictable, and it follows certain mathematical rules. Wiener processes are used to figure out things like the likelihood of a stock going up or down over time.