The

stochastic process X has a mean value [mu] and a covariance function

Zet X: [0, [infinity]) x [OMEGA] [right arrow] R be a differentiate

stochastic process [theta], [sigma] [member of] [0,1], [theta] > [sigma], and f(t,s) = [[DELTA].

The first problem is to find a

stochastic process [xi](t) whose forward and quadratic P-mean derivatives at each t are a(t, [xi](.

Unlike a deterministic process, a

stochastic process does not produce a single predictable outcome, but the outcomes are restricted to certain sets of possibilities.

First, the reader will note that we studied a situation in which a landowner recognizes that the

stochastic process that he is confronted with is iid in nature.

The related

stochastic process is also called as Ornstein-Uhlenbeck process.

Assuming a constant convenience yield, c, interest rate, r, and volatility, [Sigma], for the rate of return on the spot commodity price, S, the

stochastic process for the spot price under the equivalent martingale measure is given by:

Contrary to this general impression, the results of our study support the assumptions behind the model that the behaviour of stock prices at the Karachi Stock Exchange can be modelled by a time-continuous and continuous-variable

stochastic process which has a log-normal distribution, and short-term predictions about the prices can be made by a careful estimation of model parameters.

n] be a differentiable

stochastic process, a: [0, [infinity]) x [R.

2]), (9) for every

stochastic process [alpha] [member of] C.

Definition 1 (GUAN, 2006): A

stochastic process {[X.

0,n]) is a n-dimensional generalized

stochastic process, see Section 3 for more details.