What is the meaning of "Wiener Process does not support algebraic calculation hence we focused on it's increment"

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    $\begingroup$ Hi: Brownian motion increments are iid normal. The Brownian motion process itself is a stochastic integral so much more complicated. Not sure if that's what yiou're looking for. $\endgroup$ – mark leeds Sep 29 '19 at 18:49
  • $\begingroup$ Understanding Wiener Processes required important mathematical advances by N. Wiener and K. Ito (the invention of a new calculus based on the symbol $dZ$ "the increment of the Wiener proces"). Could the same results have been derived using simple algebra? It would be absurd IMHO... $\endgroup$ – noob2 Sep 30 '19 at 3:30

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