What is a stochastic process?

Apr 4, 2006 ... The dynamic features are governed by the information flow, modeled as a stochastic volatility process, and generalize standard ARCH ... process's informational properties: hµ, E, and T. Fortu- nately, there are ... stochastic process [19]. Specifically, given a DQG. M = {U, P(s)}, the ... If the stochastic process representing the belief over f is sufficiently regular, then Equation (1) can be approximated arbitrarily well with finitely many ... ... stochastic process, whether the original process is Markovian or not. ... information sharing called "informational coherence". Informational coherence, in ... This paper develops a subordinated stochastic process model for asset prices, where the directing process is identified as information. Motivated by recent. Aug 8, 2024 ... Stochastic Processes and their Applications 55, 159 - 167 (1995). A stochastic process arising in sequential experimentation. Statistics ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... The stochastic properties of this process determine long-run learning dynamics. 9. Page 11. 3.3 Local Stability of Limit Outcomes. At a stationary point ... 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 ...