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 ...
Nature

Gradient Flows and Large Deviations in Stochastic Processes

The study of gradient flows and large deviations in stochastic processes forms a vital link between microscopic randomness and macroscopic determinism. By characterising how systems evolve in response ...
lse

Stochastic Processes

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

A Gillespie Algorithm for Non-Markovian Stochastic Processes

The Gillespie algorithm provides statistically exact methods for simulating stochastic dynamics modeled as interacting sequences of discrete events including systems of biochemical reactions or ...
Simon Fraser University

IMC Colloquium Series: "A Particle Filter Approach to Identification of Discrete Stochastic Nonlinear Processes Under Missing Observations"

A novel maximum likelihood solution to the problem of identifying parameters of a nonlinear model under missing observations will be presented. If the observations are missing, then it is difficult to ...