Stochastic process - Open Access .click

Journal of Mathematical Physics, 1968
Relativistic stochastic processes in μ-space are defined and studied in a completely (and manifestly) covariant manner, without particularizing the time variable. It is shown that a number of usual definitions such as ``Gaussian process,'' etc., cannot be given a fully invariant meaning. Markovian processes are also studied.
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Rescaling Stochastic Processes: Asymptotics

2008
In this chapter the authors investigate the links among different scales, from a probabilistic point of view. Particular attention is being paid to the mathematical modelling of the social behavior of interacting individuals in a biological population, on one hand because there is an intrinsic interest in dynamics of population herding, on the other ...
V. Capasso, D. Morale
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Stochastic Processes

2010
A stochastic process is any process describing the evolution in time of a random phenomenon. From a mathematical point of view, the theory of stochastic processes was settled around 1950. Since then, stochastic processes have become a common tool for mathematicians, physicists, engineers, and the field of application of this theory ranges from the ...
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Continuous-Time Stochastic Processes

1987
Applications of continuous-time stochastic processes to economic modelling are largely focused on the areas of capital theory and financial markets: In these applications as in mathematics generally, the most widely studied continuous time process is a Brownian motion — so named for its early application as a model of the seemingly random movements of ...
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