stochastic process

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sto·chas·tic pro·cess

a process that incorporates some element of randomness.
[G. stochastikos, pertaining to guessing, fr. stochazomai, to guess]
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References in periodicals archive ?
In the sequel the following linear spaces of stochastic processes will be used:
Wu, "A new proof for comparison theorems for stochastic differential inequalities with respect to semi-martingales," Stochastic Processes and Their Applications, vol.
Feng, "Mean-square integral and differential of fuzzy stochastic processes," Fuzzy Sets and Systems.
Tuckwell, Stochastic processes in the neurosciences, vol.
Tabata, "A stochastic linear-quadratic problem with Levy processes and its application to finance," Stochastic Processes and their Applications, vol.
Let [S.sup.2] (I x J) denote the space of all continuous {[F.sub.s,t]}-adapted two- parameter stochastic processes on I x J which satisfy the condition
In Section 2, we give some definitions and references for stochastic analysis, (C, E, P)-algebras, and algebras of generalized stochastic processes. In Section 3, we study the following Cauchy problems formally written as
For this reason, the stochastic processes are modeled with Markov processes, in which the next step depends only on the last value of the series, regardless of the trajectory of this hitherto.
[??]--joint probability density function of the random variables [X.sub.1]([t.sub.1]), [X.sub.2]([t.sub.2]), ..., [X.sub.n]([t.sub.n]) defined by the stochastic processes X(t) for moments [t.sub.1],[t.sub.2],...,[t.sub.n], respectively,
The former can be regarded as the SDE describing Ito stochastic processes, the other as its algebraic constraints.
Hopfner presents this volume of derivations of asymptotic statistics, with sections that also integrate stochastic processes but can be skipped to focus on statistics alone.
More specifically, we will consider stochastic processes of the form

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