How can stochastic models analyze traffic flow?

This paper studies the existence of expectations equilibria for message processes on stochastic exchange environments. A message process which permits the ... their work to capture GARCH features in equilibrium prices, by directly incorporating stochastic volatility in the (short-lived) private information process.) ... Apr 28, 2024 ... It is shown that Bayesian updates can be characterized as additional informational drift in the underlying asset's stochastic process. Mar 15, 2023 ... Abstract. Some mathematical models of informational signals and methods of the diagnostic system construction is considered. Different type of ... stochastic process. Mutual information based distance measure can thus be used to compare texts written by different authors or to build phylogenies of ... The analysis of the stochastic process reveals the properties of the informational cascade and the informational avalanche. 4.1. Optimal trading strategy. Apr 4, 2006 ... The dynamic features are governed by the information flow, modeled as a stochastic volatility process, and generalize standard ARCH ... Wu is with School of Mathematics and Informational Science,. Yantai ... Proposition 2: If a stochastic process is locally strongly uni- formly ... Aug 8, 2024 ... Stochastic Processes and their Applications 55, 159 - 167 (1995). A stochastic process arising in sequential experimentation. Statistics ... Jul 6, 2021 ... Asymmetric information may stem from, e.g., the observation of different stochastic processes or partial knowledge of the structure of the game ...