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stochastic processes

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  • Stochastic processes and boundary value problems — In mathematics, some boundary value problems can be solved using the methods of stochastic analysis. Perhaps the most celebrated example is Shizuo Kakutani s 1944 solution of the Dirichlet problem for the Laplace operator using Brownian motion.… …   Wikipedia

  • List of stochastic processes topics — In the mathematics of probability, a stochastic process can be thought of as a random function. In practical applications, the domain over which the function is defined is a time interval ( time series ) or a region of space ( random field… …   Wikipedia

  • Filtering problem (stochastic processes) — In the theory of stochastic processes, the filtering problem is a mathematical model for a number of filtering problems in signal processing and the like. The general idea is to form some kind of best estimate for the true value of some system,… …   Wikipedia

  • Infinitesimal generator (stochastic processes) — In mathematics mdash; specifically, in stochastic analysis mdash; the infinitesimal generator of a stochastic process is a partial differential operator that encodes a great deal of information about the process. The generator is used in… …   Wikipedia

  • Law (stochastic processes) — In mathematics, the law of a stochastic process is the measure that the process induces on the collection of functions from the index set into the state space. The law encodes a lot of information about the process; in the case of a random walk,… …   Wikipedia

  • Stochastic — (from the Greek Στόχος for aim or guess ) means random.A stochastic process is one whose behavior is non deterministic in that a state s next state is determined both by the process s predictable actions and by a random element. Stochastic crafts …   Wikipedia

  • Stochastic calculus — is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. It is used to model systems that behave… …   Wikipedia

  • Stochastic process — A stochastic process, or sometimes random process, is the counterpart to a deterministic process (or deterministic system) in probability theory. Instead of dealing with only one possible reality of how the process might evolve under time (as is… …   Wikipedia

  • Stochastic differential equation — A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, thus resulting in a solution which is itself a stochastic process. SDE are used to model diverse phenomena such as… …   Wikipedia

  • stochastic process — In probability theory, a family of random variables indexed to some other set and having the property that for each finite subset of the index set, the collection of random variables indexed to it has a joint probability distribution. It is one… …   Universalium

  • Stochastic modelling (insurance) — This page is concerned with the stochastic modelling as applied to the insurance industry. For other stochastic modelling applications, please see Monte Carlo method. For mathematical definition, please see Stochastic process.tochastic model… …   Wikipedia

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