A domain-theoretic approach to Brownian motion and general continuous stochastic processes.
Paul BilokonAbbas EdalatPublished in: CSL-LICS (2014)
Keyphrases
- stochastic processes
- brownian motion
- stochastic process
- probability distribution
- random fields
- differential equations
- optimal control
- diffusion process
- random variables
- closed form solutions
- special case
- heavy traffic
- markov chain
- dynamic bayesian networks
- vector valued
- poisson process
- autoregressive
- stochastic model
- higher order
- supply chain
- probabilistic model