Important Gaussian Processes
The Wiener process is perhaps the most widely studied Gaussian process. It is not stationary, but it has stationary increments.
The Ornstein–Uhlenbeck process is a stationary Gaussian process.
The Brownian bridge is a Gaussian process whose increments are not independent.
The fractional Brownian motion is a Gaussian process whose covariance function is a generalisation of Wiener process.
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