stochastic continuity

stochastic continuity
мат. стохастическая [вероятностная] непрерывность

Большой англо-русский и русско-английский словарь. 2001.

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  • Continuity — may refer to: In mathematics: The opposing concept to discreteness; common examples include: Continuous probability distribution or random variable in probability and statistics Continuous game, a generalization of games used in game theory Law… …   Wikipedia

  • Stochastic process — A stochastic process, or sometimes random process, is the counterpart to a deterministic process (or deterministic system) in probability theory. Instead of dealing with only one possible reality of how the process might evolve under time (as is… …   Wikipedia

  • Continuity theorem — In mathematics and statistics, the continuity theorem may refer to one of the following results: the Lévy continuity theorem on random variables; the Kolmogorov continuity theorem on stochastic processes. See also Continuity (disambiguation) …   Wikipedia

  • Continuous stochastic process — Not to be confused with Continuous time stochastic process. In the 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. Continuity is a …   Wikipedia

  • Kolmogorov continuity theorem — In mathematics, the Kolmogorov continuity theorem is a theorem that guarantees that a stochastic process that satisfies certain constrains on the moments of its increments will be continuous (or, more precisely, have a continuous version ). It is …   Wikipedia

  • Malliavin's absolute continuity lemma — In mathematics specifically, in measure theory Malliavin s absolute continuity lemma is a result due to the French mathematician Paul Malliavin that plays a foundational rôle in the regularity (smoothness) theorems of the Malliavin calculus.… …   Wikipedia

  • Itō diffusion — In mathematics mdash; specifically, in stochastic analysis mdash; an Itō diffusion is a solution to a specific type of stochastic differential equation. Itō diffusions are named after the Japanese mathematician Kiyoshi Itō.OverviewA (time… …   Wikipedia

  • Convergence of random variables — In probability theory, there exist several different notions of convergence of random variables. The convergence of sequences of random variables to some limit random variable is an important concept in probability theory, and its applications to …   Wikipedia

  • Wiener process — In mathematics, the Wiener process is a continuous time stochastic process named in honor of Norbert Wiener. It is often called Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with… …   Wikipedia

  • Mathematical optimization — For other uses, see Optimization (disambiguation). The maximum of a paraboloid (red dot) In mathematics, computational science, or management science, mathematical optimization (alternatively, optimization or mathematical programming) refers to… …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia


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