Oct 8, 2015 · A stochastic process is a colection of random variables defined on the same probability space. Please explain further what parts of this definition are escaping you.

Feb 28, 2012 · What's the difference between stochastic and random?There is an anecdote about the notion of stochastic processes. They say that when Khinchin wrote his seminal paper …

Jan 12, 2023 · My question is about the definition of a stochastic process. From the definition of the majority of textbooks, we know a stochastic process is defined as a collection of random …

Apr 19, 2023 · How to properly define a stochastic process as a random variable valued in the Skorokhod space Ask Question Asked 2 years, 7 months ago Modified 2 years, 7 months ago

Oct 29, 2021 · I would like to define stochastic integral of caglad process with respect to semimartingale. Can I define this integral as the sum of Lebesgue-Stieltjes integral and …

Feb 19, 2024 · The answer here makes sense to me, in the sense that the stochastic integral does not preserve the local martingale property if the integrand is not predictable, but I am …

Jul 4, 2023 · define stochastic integral that does not start from 0 Ask Question Asked 2 years, 4 months ago Modified 2 years, 4 months ago

Apr 28, 2021 · Definition of a stochastic process Ask Question Asked 4 years, 6 months ago Modified 4 years, 6 months ago

Dec 1, 2015 · "Itô integration" and "stochastic integration" Actually Itô integration is a particular form of stochastic integration. There are also other ways to define stochastic integrals. …

Apr 6, 2018 · "Stochastic" is an English adjective which describes something that is randomly determined - so it is the opposite of "deterministic". In a CS course you could be studying …