Stochastic Processes and Their Applications information

use of stochastic processes in finance. Applications and the study of phenomena have in turn inspired the proposal of new stochastic processes. Examples...

Stochastic Processes and Their Applications is a monthly peer-reviewed scientific journal published by Elsevier for the Bernoulli Society for Mathematical...

stochastic process as a family of random variables indexed by the real line. Further fundamental work on probability theory and stochastic processes was...

In the mathematics of probability, a stochastic process is a random function. In practical applications, the domain over which the function is defined...

point processes. Stochastic processes and their applications, 115(11):1819–1837, 2005. D. Schuhmacher. Distance estimates for poisson process approximations...

In probability theory and statistics, a Gaussian process is a stochastic process (a collection of random variables indexed by time or space), such that...

is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such...

Letters Stochastic Analysis and Applications Stochastics and Dynamics Stochastic Models Stochastic Processes and their Applications Stochastic Systems...

mathematics and statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose...

the optimal selection process for monotone subsequences of maximum expected length", Stochastic Processes and Their Applications, 114 (2): 287–311, doi:10...

(1981). "Martingales and Stochastic integrals in the theory of continuous trading". Stochastic Processes and Their Applications. 11 (3): 215–260. doi:10...

Statistica Neerlandica Statistica Sinica Statistical Science Stochastic Processes and their Applications Annals of Applied Statistics Journal of Applied Statistics...

airport, currency exchange rates and animal population dynamics. Markov processes are the basis for general stochastic simulation methods known as Markov...

In mathematics, a Markov decision process (MDP) is a discrete-time stochastic control process. It provides a mathematical framework for modeling decision...

Mathematical Statistics (July 2014) Lévy Lecture, Conference on Stochastic Processes and their Applications (July 2014) Fields Medal lecture, International Congress...

Russian and Dutch applied mathematician whose research includes the study of complex networks, stochastic processes, and their applications in medical...

It is a key process in terms of which more complicated stochastic processes can be described. As such, it plays a vital role in stochastic calculus, diffusion...

(May 1982). "Reverse-time diffusion equation models". Stochastic Processes and Their Applications. 12 (3): 313–326. doi:10.1016/0304-4149(82)90051-5. ISSN 0304-4149...

A stochastic simulation is a simulation of a system that has variables that can change stochastically (randomly) with individual probabilities. Realizations...

arise in various applications such as stochastic control, mathematical finance, and nonlinear Feynman-Kac formulae. Backward stochastic differential equations...

society publishes two journals, Bernoulli and Stochastic Processes and their Applications, and a newsletter, Bernoulli News. Additionally, it co-sponsors...

to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created and started by the Japanese mathematician...