Stochastic Processes

Some articles on stochastic processes, stochastic, processes:

Itō Calculus
... Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process) ... It has important applications in mathematical finance and stochastic differential equations ... The central concept is the Itō stochastic integral ...
Areas Of Mathematics - Major Divisions of Mathematics - Applied Mathematics - Probability and Statistics
... Stochastic processes An extension of probability theory that studies collections of random variables, such as time series or spatial processes ... See also List of stochastic processes topics, and CategoryStochastic processes ...
Reversible Dynamics - Stochastic Processes
... A stochastic process is reversible if the statistical properties of the process are the same as the statistical properties for time-reversed data from the same process ... s = 1..k for any k, the joint probabilities A simple consequence for Markov processes is that they can only be reversible if their stationary distributions have the property This is called the property of ...
List Of Stochastic Processes Topics - Stochastic Processes Topics
... Basic affine jump diffusion Bernoulli process discrete-time processes with two possible states ... Bernoulli schemes discrete-time processes with N possible states every stationary process in N outcomes is a Bernoulli scheme, and vice-versa ... Brownian motion Chinese restaurant process CIR process Continuous stochastic process Cox process Dirichlet processes Finite-dimensional distribution Galton–Watson process ...

Famous quotes containing the word processes:

    It has become a people’s war, and peoples of all sorts and races, of every degree of power and variety of fortune, are involved in its sweeping processes of change and settlement.
    Woodrow Wilson (1856–1924)