How are stochastic processes used in social sciences?

Apr 4, 2006 ... The dynamic features are governed by the information flow, modeled as a stochastic volatility process, and generalize standard ARCH ... Mar 15, 2023 ... Abstract. Some mathematical models of informational signals and methods of the diagnostic system construction is considered. Different type of ... Mar 9, 2023 ... [44] for the general Markov process. This result also gives another link between information geometry in the space of path probability densities ... ... Random Bridge market information process. This is the first attempt to ... Stochastic Processes and Their Applications, 121, 856-884. https://doi.org ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... Dec 19, 2024 ... Although Thermodynamics, Information Theory, Brownian motion and Stochastic Physical Process share commonalities in handling energy, information ... Jul 13, 2022 ... This paper proposes a novel model of sequential information design, namely the Markov persuasion processes (MPPs), in which a sender, with informational ... their work to capture GARCH features in equilibrium prices, by directly incorporating stochastic volatility in the (short-lived) private information process.) ... ... stochastic process, whether the original process is Markovian or not. ... information sharing called "informational coherence". Informational coherence, in ... The first one for obtaining concentration of Markov chains is to establish transport- entropy inequalities in the process level. This was begun again by Marton ...