How is the field of stochastic processes evolving?

their work to capture GARCH features in equilibrium prices, by directly incorporating stochastic volatility in the (short-lived) private information process.) ... ... information flow, modeled as a stochastic volatility process, and generalize standard autoregressive conditional heteroskedasticity specifications ... In particular, the methods of analyzing the stochastic process of financial ... information, uncertainty, entropy, and ignorance in stochastic processes. ... Informational Risks, Peking Univ. Ser. Math. 5 ... Jeanblanc, No-arbitrage under additional information for thin semimartingale models, Stochastic Process. A model is proposed which treats network traffic as a stochastic process with an infinite mean delay. Such a model can be used to explain the appearance of ... This paper describes a method for obtaining numerical information concerning the time-dependent behavior of stochastic processes such as those arising in ... The dynamic features are governed by the information flow, modeled as a stochastic volatility process, and generalize standard ARCH specifications. Some informational properties of Markov pure-jump processes. Časopis pro ... bedded associated process, which is a bivariate discrete-time Markov process. ... informational divergence between two Markov processes at ... Markov chains defined by a memoryless stochastic matrix correspond in fact to an iid process. Admissible Data Processes. In applying the competitive message process to stochastic environments, we have thus far required uninformed agents to use the ...