How to synchronize N processes?

Are all the continuous stochastic processes with independent increments Wiener processes?

• Wiener Processes are an example of continuous stochastic processes with independent increments, but is the converse true: i.e. are all the continuous stochastic processes with independent increments Wiener Processes? In particular, do they exist processes with increments independently non gaussian distributed?

• Answer:

  Increments from the Poisson process [ http://en.wikipedia.org/wiki/Poisson_process ] are independent too.