What you need is a good foundation in probability, an understanding of stochastic processes (basic ones [markov chains, queues, renewals], what they are, what they look like, …

With stochastic process, the likelihood or probability of any particular outcome can be specified and not all outcomes are equally likely of occurring. For example, an ornithologist may assign …

I was wondering, what are some of the open problems in the domain of Stochastic Processes. By Stochastic Processes. Any examples or recent papers or similar would be appreciated. The …

Explore related questions stochastic-processes stochastic-calculus brownian-motion stochastic-differential-equations See similar questions with these tags.

I think part of the trouble a lot of people (or at least me personally) have with making the jump from calculus to stochastic calculus is the notion of quadratic variation. It doesn't have as much ...

Oct 8, 2015 · A stochastic process is a colection of random variables defined on the same probability space. Please explain further what parts of this definition are escaping you.

A stochastic matrix is regular if at a certain power all elements are positive. Question is how can I make the link between the two definitions, if there are any ? thanks in advance.

To wrap up: ensemble and time averages are properties of stochastic processes, which are like random variables but take the form of waveforms. Ensemble average is analogous to …

I'm reading an introduction to Stochastic Calculus. I'm at the point where Ito integrals are developed and constrasted with the Stratonovich integral. Below is a calculation of $\\int_0^T …

Aug 1, 2020 · A stochastic process can be a sequence of random variable, like successive rolls of the die in a game, or a function of a real variable whose value is a random variable, like the …