Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with stochastic-processes
Search options not deleted
user 17219
A stochastic process is a collection of random variables usually indexed by a totally ordered set.
4
votes
1
answer
425
views
When are time changes of Feller-Dynkin processes still Feller-Dynkin processes?
A Markov process $X_t$ on $E$ is a Feller-Dynkin (or sometimes just Feller) process if its semigroup is a strongly continuous, sub-Markov semigroup $\{P_t:t\geq 0\}$ of linear operators on $C_0(E)$ (m …
- 461
6
votes
1
answer
1k
views
When is $\mathbf{E}^{x}[f(X_t)]$ a continuous function of $x$?
Let $E$ be a locally compact Hausdorff space with countable base and $X_t$ be a stochastic process taking values in the one-point compactification of $E$ (with the Borel $\sigma$-algebra). Let $f$ be …
- 461
1
vote
Diffusion processes in probabilistic modelling
You might look at the introduction of Bernt Oskendal's Stochastic Differential Equations. He gives seven motivating problems (at least he does in the edition I have) for studying stochastic calculus. …
- 461
12
votes
2
answers
2k
views
Gluing Markov processes
I am looking for a reference on the gluing together of strong Markov processes to get a new one.
Here is an example of what I have in mind. Let $B^1, B^2, \ldots $ be independent one-dimensional Bro …
- 461