Editing Gaussian process (section)

==Brownian motion as the integral of Gaussian processes==
A [[Wiener process]] (also known as Brownian motion) is the integral of a [[White noise#Continuous-time white noise|white noise generalized Gaussian process]]. It is not [[stationary process|stationary]], but it has [[stationary increments]].

The [[Ornstein–Uhlenbeck process]] is a [[stationary process|stationary]] Gaussian process.

The [[Brownian bridge]] is (like the Ornstein–Uhlenbeck process) an example of a Gaussian process whose increments are not [[statistical independence|independent]].

The [[fractional Brownian motion]] is a Gaussian process whose covariance function is a generalisation of that of the Wiener process.