In probability theory and related fields, a stochastic (/stəˈkæstɪk/) or random process is a mathematical object usually defined as a sequence of random...
162 KB (17,935 words) - 11:34, 28 May 2024
probability theory, the formal concept of a stochastic process is also referred to as a random process. Stochasticity is used in many different fields, including...
28 KB (3,333 words) - 20:18, 31 March 2024
In the mathematics of probability, a stochastic process is a random function. In practical applications, the domain over which the function is defined...
5 KB (407 words) - 21:21, 25 August 2023
Algebra (redirect from Stochastic process algebra)
manipulate statements are used to achieve this. A key principle guiding this process is that whatever operation is applied to one side of an equation also needs...
120 KB (12,009 words) - 00:50, 3 June 2024
Itô calculus (redirect from Ito stochastic calculus)
calculus to stochastic processes such as Brownian motion (see Wiener process). It has important applications in mathematical finance and stochastic differential...
30 KB (4,461 words) - 17:33, 31 March 2024
statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose unconditional...
20 KB (2,652 words) - 20:11, 3 June 2024
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution...
36 KB (5,616 words) - 05:08, 30 May 2024
science. The Poisson point process is often defined on the real number line, where it can be considered a stochastic process. It is used, for example,...
118 KB (15,476 words) - 04:51, 25 April 2024
In probability theory and statistics, a Gaussian process is a stochastic process (a collection of random variables indexed by time or space), such that...
40 KB (5,516 words) - 05:20, 22 May 2024
In probability theory, a continuous stochastic process is a type of stochastic process that may be said to be "continuous" as a function of its "time"...
6 KB (854 words) - 14:24, 30 August 2023