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Generalized stochastic processes in algebras of generalized functions
Journal of Mathematical Analysis and Applications, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stevan Pilipović, Dora Selesi
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Kolmogorov extension theorem for (quantum) causal modelling and general probabilistic theories [PDF]
Quantum, 2020 In classical physics, the Kolmogorov extension theorem lays the foundation for the theory of stochastic processes. It has been known for a long time that, in its original form, this theorem does not hold in quantum mechanics.
Simon Milz +3 more
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Generalized Counting Processes in a Stochastic Environment
Mathematics, 2021 This paper addresses the generalization of counting processes through the age formalism of Lévy Walks. Simple counting processes are introduced and their properties are analyzed: Poisson processes or fractional Poisson processes can be recovered as ...
Davide Cocco, Massimiliano Giona
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Stochastic Geometry to Generalize the Mondrian Process
SIAM Journal on Mathematics of Data Science, 2022 The stable under iterated tessellation (STIT) process is a stochastic process that produces a recursive partition of space with cut directions drawn independently from a distribution over the sphere. The case of random axis-aligned cuts is known as the Mondrian process.
O'Reilly, Eliza, Tran, Ngoc Mai
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On Learnability Under General Stochastic Processes
Harvard Data Science Review, 2022 Statistical learning theory under independent and identically distributed (iid) sampling and online learning theory for worst case individual sequences are two of the best developed branches of learning theory. Statistical learning under general non-iid stochastic processes is less mature.
Philip Dawid, Ambuj Tewari
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Stochastic Equations and Equations for Probabilistic Characteristics of Processes with Damped Jumps
Известия Иркутского государственного университета: Серия "Математика", 2023 Processes such as shot noise are an adequate tool for modeling discontinuous random processes with a damping effect. Such processes arise in various fields of physics, technology and human activity, including the field of finance.
I. V. Melnikova, V. A. Bovkun
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Journal of Inequalities and Applications, 2023 In the present research, we introduce the notion of convex stochastic processes namely; strongly p-convex stochastic processes. We establish a generalized version of Ostrowski-type integral inequalities for strongly p-convex stochastic processes in the ...
Hengxiao Qi +4 more
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Some generalised integral inequalities for bidimensional preinvex stochastic processes
Cumhuriyet Science Journal, 2020 In this study, we generalized some integral inequalitiesfor bidimensional preinvex stochastic processes. For this reason, we usedmean-square integrable preinvex stochastic processes on the real line and on thecoordinates, respectively.
Nurgül Okur
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Journal of Mathematics, 2021 The stochastic process is one of the important branches of probability theory which deals with probabilistic models that evolve over time. It starts with probability postulates and includes a captivating arrangement of conclusions from those postulates ...
Fangfang Ma +2 more
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ON THE QHASI CLASS AND ITS EXTENSION TO SOME GAUSSIAN SHEETS
International Journal for Computational Civil and Structural Engineering, 2022 Introduced in 2018 the generalized bifractional Brownian motion is considered as an element of the quasi-helix with approximately stationary increment class of real centered Gaussian processes conditioning by parameters.
Charles El-Nouty, Darya Filatova
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