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Continuous stochastic process

Index Continuous stochastic process

In probability theory, a continuous stochastic process is a type of stochastic process that may be said to be "continuous" as a function of its "time" or index parameter. [1]

21 relations: Almost all, Bounded function, Continuous function, Continuous-time stochastic process, Convergence of random variables, Cumulative distribution function, Interval (mathematics), Itô diffusion, Measurable function, Metric space, Mutatis mutandis, Normed vector space, Pathological (mathematics), Probability space, Probability theory, Random variable, Real line, Stochastic process, Telegraph process, Uncountable set, Union (set theory).

Almost all

In mathematics, the term "almost all" means "all but a negligible amount".

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Bounded function

In mathematics, a function f defined on some set X with real or complex values is called bounded, if the set of its values is bounded.

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Continuous function

In mathematics, a continuous function is a function for which sufficiently small changes in the input result in arbitrarily small changes in the output.

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Continuous-time stochastic process

In probability theory and statistics, a continuous-time stochastic process, or a continuous-space-time stochastic process is a stochastic process for which the index variable takes a continuous set of values, as contrasted with a discrete-time process for which the index variable takes only distinct values.

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Convergence of random variables

In probability theory, there exist several different notions of convergence of random variables.

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Cumulative distribution function

In probability theory and statistics, the cumulative distribution function (CDF, also cumulative density function) of a real-valued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. In the case of a continuous distribution, it gives the area under the probability density function from minus infinity to x. Cumulative distribution functions are also used to specify the distribution of multivariate random variables.

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Interval (mathematics)

In mathematics, a (real) interval is a set of real numbers with the property that any number that lies between two numbers in the set is also included in the set.

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Itô diffusion

In mathematics — specifically, in stochastic analysis — an Itô diffusion is a solution to a specific type of stochastic differential equation.

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Measurable function

In mathematics and in particular measure theory, a measurable function is a function between two measurable spaces such that the preimage of any measurable set is measurable, analogously to the definition that a function between topological spaces is continuous if the preimage of each open set is open.

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Metric space

In mathematics, a metric space is a set for which distances between all members of the set are defined.

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Mutatis mutandis

Mutatis mutandis is a Medieval Latin phrase meaning "the necessary changes having been made" or "once the necessary changes have been made".

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Normed vector space

In mathematics, a normed vector space is a vector space over the real or complex numbers, on which a norm is defined.

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Pathological (mathematics)

In mathematics, a pathological phenomenon is one whose properties are considered atypically bad or counterintuitive; the opposite is well-behaved.

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Probability space

In probability theory, a probability space or a probability triple (\Omega, \mathcal, P) is a mathematical construct that models a real-world process (or “experiment”) consisting of states that occur randomly.

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Probability theory

Probability theory is the branch of mathematics concerned with probability.

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Random variable

In probability and statistics, a random variable, random quantity, aleatory variable, or stochastic variable is a variable whose possible values are outcomes of a random phenomenon.

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Real line

In mathematics, the real line, or real number line is the line whose points are the real numbers.

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Stochastic process

--> In probability theory and related fields, a stochastic or random process is a mathematical object usually defined as a collection of random variables.

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Telegraph process

In probability theory, the telegraph process is a memoryless continuous-time stochastic process that shows two distinct values.

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Uncountable set

In mathematics, an uncountable set (or uncountably infinite set) is an infinite set that contains too many elements to be countable.

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Union (set theory)

In set theory, the union (denoted by ∪) of a collection of sets is the set of all elements in the collection.

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References

[1] https://en.wikipedia.org/wiki/Continuous_stochastic_process

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