Results 11 to 20 of about 28,270 (263)
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 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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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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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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Spectral Properties of Stochastic Processes Possessing Finite Propagation Velocity
Entropy, 2022 This article investigates the spectral structure of the evolution operators associated with the statistical description of stochastic processes possessing finite propagation velocity.
Massimiliano Giona +3 more
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On a Wick-type stochastic parabolic equations with random potentials
Partial Differential Equations in Applied Mathematics, 2023 Stochastic parabolic equations with random potentials, where the Wick product is used to give sense to the product of generalized stochastic processes, are considered.
Snežana Gordić +2 more
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Applied Sciences, 2022 Integrating the general expression of the generalized harmonic wavelet (GHW)-based spectral representation method (SRM) and the idea of stochastic harmonic function (SHF), a novel stochastic generalized harmonic wavelet (SGHW) method for fully ...
Ding Wang, Feixiang Yu, Shan Xu
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