A Wiener process, also known as Brownian motion, is a mathematical model used to describe random movement over time. It is characterized by continuous paths and independent increments, meaning that the future movement of the process does not depend on its past. This process is often used in various fields, including physics, finance, and biology, to model unpredictable phenomena. In a Wiener process, the position of a particle changes randomly, with each change being normally distributed. The process starts at zero and has a mean of zero, indicating that, on average, the particle does not drift in any direction. This randomness makes it a fundamental concept in stochastic calculus and probability theory.