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Results tagged with stochastic-processes
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user 499350
A stochastic process is a collection of random variables usually indexed by a totally ordered set.
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Can we define the divergence of a stochastic process?
Suppose I have a stochastic process $(X_t)_{t\in \mathbb{R}^d}$ with infinitesimal generator $\mathcal{A}$, for example $\mathcal{A}f(X) = -\mu f'(X) + \frac{1}{2}\sigma^2f''(X)+\lambda \int (f(X')-f( …
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