What is a Gaussian process?

The second process takes two fragments and mixes their informational ... Information Fusion Based on Stochastic Processes and Quantum Mechanics. Appl ... 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 ... Probability in the Engineering and Informational Sciences, vol. 12, 1998 ... BOOK: Stochastic-Process Limits, published by Springer in 2002 (602 pages). This paper deals with the problem of establishing conditions under which, in the independent Gaussian case, a stochastic process can be considered to be ... Dec 28, 2020 ... Even if the price arguably does, the volume certainly does not. There are however a set of stochastic processes that deal with these jumps. Jump ... Sep 9, 2021 ... In this tutorial we will investigate the stochastic process that is the building block of financial mathematics. Let ξ , η be two random functions (= stationary (generalized) Gaussian random processes). The Gelfand–Pinsker–Yaglom functional (Formula (2.58) from [10]) for ... Mar 22, 2011 ... ... stochastic process is present in commodity prices. In addition, we build a dynamic stochastic general equilibrium model with informational ... In particular, if we partition a set of stochastic processes into groups whose sums must be forecast independently, then the statistical properties of each ... becomes surprisingly non-trivial (at least in continuous time). (More on these stochastic control aspects: Part I of the arXiv preprint: “On the informational ...