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Sample Continuous Process
In mathematics, a sample-continuous process is a stochastic process whose sample paths are almost surely continuous functions. Definition Let (Ω, Σ, P) be a probability space. Let ''X'' : ''I'' × Ω → ''S'' be a stochastic process, where the index set ''I'' and state space ''S'' are both topological spaces. Then the process ''X'' is called sample-continuous (or almost surely continuous, or simply continuous) if the map ''X''(''ω'') : ''I'' → ''S'' is continuous as a function of topological spaces for P-almost all ''ω'' in ''Ω''. In many examples, the index set ''I'' is an interval of time, , ''T''or real_line.html" ;"title=", +∞), and the state space ''S'' is the real line">, +∞), and the state space ''S'' is the real line or ''n''-dimensional Euclidean space R''n''. Examples * Brownian motion (the Wiener process) on Euclidean space is samp ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many areas of mathematics, which include number theory (the study of numbers), algebra (the study of formulas and related structures), geometry (the study of shapes and spaces that contain them), Mathematical analysis, analysis (the study of continuous changes), and set theory (presently used as a foundation for all mathematics). Mathematics involves the description and manipulation of mathematical object, abstract objects that consist of either abstraction (mathematics), abstractions from nature orin modern mathematicspurely abstract entities that are stipulated to have certain properties, called axioms. Mathematics uses pure reason to proof (mathematics), prove properties of objects, a ''proof'' consisting of a succession of applications of in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Real Line
A number line is a graphical representation of a straight line that serves as spatial representation of numbers, usually graduated like a ruler with a particular origin (geometry), origin point representing the number zero and evenly spaced marks in either direction representing integers, imagined to extend infinitely. The association between numbers and point (geometry), points on the line links elementary arithmetic, arithmetical operations on numbers to geometry, geometric relations between points, and provides a conceptual framework for learning mathematics. In elementary mathematics, the number line is initially used to teach addition and subtraction of integers, especially involving negative numbers. As students progress, more kinds of numbers can be placed on the line, including fractions, decimal fractions, square roots, and transcendental numbers such as the pi, circle constant : Every point of the number line corresponds to a unique real number, and every real number to ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Law (stochastic Processes)
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables in a probability space, where the index of the family often has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology, neuroscience, physics, image processing, signal processing, control theory, information theory, computer science, and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance. Applications and the study of phenomena have in turn inspired the proposal of new stochastic processes. Examples of such ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Finite-dimensional Distribution
In mathematics, finite-dimensional distributions are a tool in the study of measures and stochastic processes. A lot of information can be gained by studying the "projection" of a measure (or process) onto a finite-dimensional vector space (or finite collection of times). Finite-dimensional distributions of a measure Let (X, \mathcal, \mu) be a measure space. The finite-dimensional distributions of \mu are the pushforward measures f_ (\mu), where f : X \to \mathbb^, k \in \mathbb, is any measurable function. Finite-dimensional distributions of a stochastic process Let (\Omega, \mathcal, \mathbb) be a probability space and let X : I \times \Omega \to \mathbb be a stochastic process. The finite-dimensional distributions of X are the push forward measures \mathbb_^ on the product space \mathbb^ for k \in \mathbb defined by :\mathbb_^ (S) := \mathbb \left\. Very often, this condition is stated in terms of measurable rectangles: :\mathbb_^ (A_ \times \cdots \times A_) := \mathbb \lef ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Differential Equation
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices,Musiela, M., and Rutkowski, M. (2004), Martingale Methods in Financial Modelling, 2nd Edition, Springer Verlag, Berlin. random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the distributional derivative of a Brownian motion or more generally a semimartingale. However, other types of random behaviour are possible, such as jump processes like Lévy processes or semimartingales with jumps. Stochastic differential equations are in general neither differential equations nor random differential equations. Random differential equation ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Wiener Process
In mathematics, the Wiener process (or Brownian motion, due to its historical connection with Brownian motion, the physical process of the same name) is a real-valued continuous-time stochastic process discovered by Norbert Wiener. It is one of the best known Lévy processes (càdlàg stochastic processes with stationary increments, stationary independent increments). It occurs frequently in pure and applied mathematics, economy, economics, quantitative finance, evolutionary biology, and physics. The Wiener process plays an important role in both pure and applied mathematics. In pure mathematics, the Wiener process gave rise to the study of continuous time martingale (probability theory), martingales. It is a key process in terms of which more complicated stochastic processes can be described. As such, it plays a vital role in stochastic calculus, diffusion processes and even potential theory. It is the driving process of Schramm–Loewner evolution. In applied mathematics, the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Brownian Motion
Brownian motion is the random motion of particles suspended in a medium (a liquid or a gas). The traditional mathematical formulation of Brownian motion is that of the Wiener process, which is often called Brownian motion, even in mathematical sources. This motion pattern typically consists of Randomness, random fluctuations in a particle's position inside a fluid sub-domain, followed by a relocation to another sub-domain. Each relocation is followed by more fluctuations within the new closed volume. This pattern describes a fluid at thermal equilibrium, defined by a given temperature. Within such a fluid, there exists no preferential direction of flow (as in transport phenomena). More specifically, the fluid's overall Linear momentum, linear and Angular momentum, angular momenta remain null over time. The Kinetic energy, kinetic energies of the molecular Brownian motions, together with those of molecular rotations and vibrations, sum up to the caloric component of a fluid's in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Euclidean Space
Euclidean space is the fundamental space of geometry, intended to represent physical space. Originally, in Euclid's ''Elements'', it was the three-dimensional space of Euclidean geometry, but in modern mathematics there are ''Euclidean spaces'' of any positive integer dimension ''n'', which are called Euclidean ''n''-spaces when one wants to specify their dimension. For ''n'' equal to one or two, they are commonly called respectively Euclidean lines and Euclidean planes. The qualifier "Euclidean" is used to distinguish Euclidean spaces from other spaces that were later considered in physics and modern mathematics. Ancient Greek geometers introduced Euclidean space for modeling the physical space. Their work was collected by the ancient Greek mathematician Euclid in his ''Elements'', with the great innovation of '' proving'' all properties of the space as theorems, by starting from a few fundamental properties, called '' postulates'', which either were considered as evid ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dimension
In physics and mathematics, the dimension of a mathematical space (or object) is informally defined as the minimum number of coordinates needed to specify any point within it. Thus, a line has a dimension of one (1D) because only one coordinate is needed to specify a point on itfor example, the point at 5 on a number line. A surface, such as the boundary of a cylinder or sphere, has a dimension of two (2D) because two coordinates are needed to specify a point on itfor example, both a latitude and longitude are required to locate a point on the surface of a sphere. A two-dimensional Euclidean space is a two-dimensional space on the plane. The inside of a cube, a cylinder or a sphere is three-dimensional (3D) because three coordinates are needed to locate a point within these spaces. In classical mechanics, space and time are different categories and refer to absolute space and time. That conception of the world is a four-dimensional space but not the one that w ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Almost All
In mathematics, the term "almost all" means "all but a negligible quantity". More precisely, if X is a set (mathematics), set, "almost all elements of X" means "all elements of X but those in a negligible set, negligible subset of X". The meaning of "negligible" depends on the mathematical context; for instance, it can mean finite set, finite, countable set, countable, or null set, null. In contrast, "almost no" means "a negligible quantity"; that is, "almost no elements of X" means "a negligible quantity of elements of X". Meanings in different areas of mathematics Prevalent meaning Throughout mathematics, "almost all" is sometimes used to mean "all (elements of an infinite set) except for finite set, finitely many". This use occurs in philosophy as well. Similarly, "almost all" can mean "all (elements of an uncountable set) except for countable set, countably many". Examples: * Almost all positive integers are greater than 1012. * Almost all prime numbers are odd (2 is the only ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Process
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables in a probability space, where the index of the family often has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology Ecology () is the natural science of the relationships among living organisms and their Natural environment, environment. Ecology considers organisms at the individual, population, community (ecology), community, ecosystem, and biosphere lev ..., neuroscience, physics, image processing, signal processing, stochastic control, control theory, information theory, computer scien ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Continuous Function (topology)
In mathematics, a continuous function is a function (mathematics), function such that a small variation of the argument of a function, argument induces a small variation of the Value (mathematics), value of the function. This implies there are no abrupt changes in value, known as ''Classification of discontinuities, discontinuities''. More precisely, a function is continuous if arbitrarily small changes in its value can be assured by restricting to sufficiently small changes of its argument. A discontinuous function is a function that is . Until the 19th century, mathematicians largely relied on Intuition, intuitive notions of continuity and considered only continuous functions. The (ε, δ)-definition of limit, epsilon–delta definition of a limit was introduced to formalize the definition of continuity. Continuity is one of the core concepts of calculus and mathematical analysis, where arguments and values of functions are real number, real and complex number, complex numbers. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
