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Definition 2.7 Let ( X ( t ), t ≥ 0 ) be a stochastic process.
Let ( X ( t ), t ≥ 0 ) be a stochastic process satisfying condition 1 in Definition 2.7.
A Lévy process is then formally defined to be a stochastic process having independent and stationary increments.
[31] Let ((sigma (t), tin [0,T])) be a stochastic process such that (sigma in L^{P}_{Q}(K,U)).
Let I be a closed interval on (mathbb{R}_) and (Y={Y t),tin I}) be a stochastic process.
Let T be a tree, {X t, t ∈ T} be a stochastic process indexed by tree T taking values in G, x T ( n ) be the realization of X T ( n ).
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The solution is a stochastic process.
The process Y ( t ) has a reversion level X ( t ) which is a stochastic process itself.
The shift of a specific constellation point over time is a stochastic process defined as (A14).
IBP [22] is a stochastic process that can deal with a potentially infinite number of signals.
In this research, saturation mutagenesis (SM), which is a stochastic process, occupies a leading position.
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becomes a stochastic process
be a difficult process
be a stochastic sequence
be a natural process
be a thorough process
be a stochastic formulation
be a gradual process
be a stochastic basis
be a joyful process
be a creative process
be a stochastic outlier
be a stochastic function
be a stochastic effect
be a lifelong process
be a stochastic production
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