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use of stochastic processes in finance. Applications and the study of phenomena have in turn inspired the proposal of new stochastic processes. Examples...

Stochastic Processes and Their Applications is a monthly peer-reviewed scientific journal published by Elsevier for the Bernoulli Society for Mathematical...

stochastic process as a family of random variables indexed by the real line. Further fundamental work on probability theory and stochastic processes was...

point processes. Stochastic processes and their applications, 115(11):1819–1837, 2005. D. Schuhmacher. Distance estimates for poisson process approximations...

is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such...

the optimal selection process for monotone subsequences of maximum expected length", Stochastic Processes and Their Applications, 114 (2): 287–311, doi:10...

Letters Stochastic Analysis and Applications Stochastics and Dynamics Stochastic Models Stochastic Processes and their Applications Stochastic Systems...

In the mathematics of probability, a stochastic process is a random function. In practical applications, the domain over which the function is defined...

In probability theory and statistics, a Gaussian process is a stochastic process (a collection of random variables indexed by time or space), such that...

Markov chains have many applications as statistical models of real-world processes. They provide the basis for general stochastic simulation methods known...

mathematics and statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose...

Mathematical Statistics (July 2014) Lévy Lecture, Conference on Stochastic Processes and their Applications (July 2014) Fields Medal lecture, International Congress...

(1981). "Martingales and Stochastic integrals in the theory of continuous trading". Stochastic Processes and Their Applications. 11 (3): 215–260. doi:10...

In probability theory, a continuous stochastic process is a type of stochastic process that may be said to be "continuous" as a function of its "time"...

Statistica Neerlandica Statistica Sinica Statistical Science Stochastic Processes and their Applications Annals of Applied Statistics Journal of Applied Statistics...

stochastic processes, particle systems, and stochastic differential equations. She is editor-in-chief of Stochastic Processes and Their Applications....

society publishes two journals, Bernoulli and Stochastic Processes and their Applications, and a newsletter, Bernoulli News. Additionally, it co-sponsors...

to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created and started by the Japanese mathematician...

mathematics — specifically, in stochastic analysis — the infinitesimal generator of a Feller process (i.e. a continuous-time Markov process satisfying certain regularity...

particular, the theory of stochastic processes. He invented the concept of stochastic integral and stochastic differential equation, and is known as the founder...