stochastic process

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Words related to stochastic process

a statistical process involving a number of random variables depending on a variable parameter (which is usually time)

References in periodicals archive ?
As a type of uniform divine action, stochastic processes with purpose-equivalent outcomes involve a tradeoff with God's use of quantum or chaotic processes for his special purposes.
On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures, Theory of Probability and its Applications, 5(3):285-301, 1960.
In the proposed methodology, market uncertainties are represented by known stochastic processes (such as Geometric Brownian Motion, Mean Reversion Process and Mean Reversion Process with Jumps), while technical uncertainties are modeled by triangular fuzzy numbers, instead of the triangular probability distribution used in the traditional solution of real options evaluation by stochastic simulation.
For this stronger setup it is crucial that a finiteness of some higher moments of involved stochastic processes is guaranteed (cf.
The valuation of options for alternative stochastic processes.
Convergence of optimal values of graph parameters (and the stochastic processes that lie behind them) are to be studied.
From the mathematical point of view, Shape Analysis and Stochastic Geometry use a variety of mathematical tools from differential geometry, geometric measure theory, stochastic processes, harmonic analysis, fractals, partial differential equations, etc.
of Hyderabad, India), but he looks instead at the statistical inference for stochastic processes, modeled by stochastic differential equations driven by fractional Brownian motion, which he calls fractional diffusion processes.
n,m](R) be stochastic processes, u, v right-continuous, such that
A definition of the stochastic processes as well as an overview of the notations for the functions in the second column can be found in the Appendix.
Explains second- and higher-order characterization of nonstationary stochastic processes in time and frequency domains.
Objective: The main goal of this project is to develop a qualitative theory for describing the long term atypical behaviour of stochastic processes.
A course based on it could stand alone as a terminal course, he says, but it would also prepare students for upper-level courses in statics, stochastic processes, and actuarial sciences.
Advanced mathematics for engineers with applications in stochastic processes.
1991) and Janssen and Manca (1997) is employed in structuring the transition pattern of the plan's population, and the economic-based factors are generated through plausible stochastic processes.
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