English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. K. A. Borovkov. 1994.
Stratonovich integral — In stochastic processes, the Stratonovich integral (developed simultaneously by Ruslan L. Stratonovich and D. L. Fisk) is a stochastic integral, the most common alternative to the Itō integral. While the Ito integral isthe usual choice in applied … Wikipedia
Stochastic differential equation — A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, thus resulting in a solution which is itself a stochastic process. SDE are used to model diverse phenomena such as… … Wikipedia
Stochastic calculus — is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. It is used to model systems that behave… … Wikipedia
Integral — This article is about the concept of integrals in calculus. For the set of numbers, see integer. For other uses, see Integral (disambiguation). A definite integral of a function can be represented as the signed area of the region bounded by its… … Wikipedia
Filtering problem (stochastic processes) — In the theory of stochastic processes, the filtering problem is a mathematical model for a number of filtering problems in signal processing and the like. The general idea is to form some kind of best estimate for the true value of some system,… … Wikipedia
Paley-Wiener integral — In mathematics, the Paley Wiener integral is a simple stochastic integral. When applied to classical Wiener space, it is less general than the Itō integral, but the two agree when they are both defined.The integral is named after its discoverers … Wikipedia
Ito-Integral — Die Theorie der stochastischen Integration befasst sich mit Integralen und Differentialgleichungen in der Stochastik. Sie verallgemeinert die Integralbegriffe von Henri Léon Lebesgue und Thomas Jean Stieltjes auf eine breitere Menge von… … Deutsch Wikipedia
Itō-Integral — Die Theorie der stochastischen Integration befasst sich mit Integralen und Differentialgleichungen in der Stochastik. Sie verallgemeinert die Integralbegriffe von Henri Léon Lebesgue und Thomas Jean Stieltjes auf eine breitere Menge von… … Deutsch Wikipedia
Stochastisches Integral — Die Theorie der stochastischen Integration befasst sich mit Integralen und Differentialgleichungen in der Stochastik. Sie verallgemeinert die Integralbegriffe von Henri Léon Lebesgue und Thomas Jean Stieltjes auf eine breitere Menge von… … Deutsch Wikipedia
Ruslan L. Stratonovich — Infobox Person name=Ruslan Leont evich Stratonovich birth date=birth date|1930|5|31|mf=y birth place=Moscow, Russia death date=death date|1997|1|13|mf=y death place=Moscow, RussiaRuslan Leont evich Stratonovich was an outstanding physicist,… … Wikipedia
List of stochastic processes topics — In the mathematics of probability, a stochastic process can be thought of as a random function. In practical applications, the domain over which the function is defined is a time interval ( time series ) or a region of space ( random field… … Wikipedia
