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- In laymans terms: What is a stochastic process?
A stochastic process is a colection of random variables defined on the same probability space Please explain further what parts of this definition are escaping you
- 「Stochastic」与「Random」有何区别？ - 知乎
With stochastic process, the likelihood or probability of any particular outcome can be specified and not all outcomes are equally likely of occurring For example, an ornithologist may assign a greater probability that a bird will select a nesting location based on how far it is from the edge of the refuge or whether the location is shielded
- Whats the difference between stochastic and random?
What's the difference between stochastic and random?There is an anecdote about the notion of stochastic processes They say that when Khinchin wrote his seminal paper "Correlation theory for stationary stochastic processes", this did not go well with Soviet authorities The reason is that the notion of random process used by Khinchin contradicted dialectical materialism In diamat, all
- terminology - What is the difference between stochastic calculus and . . .
Stochastic analysis is looking at the interplay between analysis probability Examples of research topics include linear nonlinear SPDEs, forward-backward SDEs, rough path theory, asymptotic behaviour of stochastic processes, filtering, sequential monte carlo methods, particle approximations, statistical methods for stochastic processes
- Stochastic calculus book recommendation - Mathematics Stack Exchange
Stochastic Calculus and Financial Applications by J Michael Steele is the book for you, in my view This is definitely an applied math book, but also rigorous
- What is a continuous stochastic process? - Mathematics Stack Exchange
So, there will be a discontinuity at time k Isn't this violating the definition of continuous stochastic process or is it that I have to keep ω ω constant throught out the process ? Also, is ω ω in the definition of continuous stochastic process the outcome at any point of time or is it the string of the outcomes that occurs till time
- Difference between time series and stochastic process?
Stochastic processes are often used in modeling time series data- we assume that the time series we have was produced by a stochastic process, find the parameters of a stochastic process that would be likely to produce that time series, and then use that stochastic process as a model in predicting future values of the time series
- random process和stochastic process的区别是什么？ - 知乎
然而，就在Khinchin给出随机过程的定义之后不久，在他的苏联同事们改回random process之前，两名美国概率学家，Doob和Feller，把Khinchin的工作翻译成了英语。 出于对原作者的尊重，他们直接沿用了stochastic process的名称。 这个名字从此在英语世界扎根并成为主流。
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