EDN

Understanding stochastic process disturbances and the discrete time domain

Editor's note: As the following article is a chapter (Chapter 8) from David Koenig's book, Practical Control Engineering: Guide for Engineers, Managers, and Practitioners (MATLAB Examples) (McGraw ...
lse

Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...
JSTOR Daily

Discrete-Time Approximations of Stochastic Delay Equations: The Milstein Scheme

In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differential equations (SDDEs). The scheme has convergence order 1. In order to establish the scheme, we ...
JSTOR Daily

On the Asymptotic Behaviour of Discrete Time Stochastic Growth Processes

This is a preview. Log in through your library . The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis ...
uni

Workshop: Recursive(ly defined) Stochastic Processes

Various discrete-time stochastic processes have some kind of recursive or regenerative structure that can be exploited in the study of their properties. Examples include branching processes, ...
lse

Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...