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The stock-price equation is an example of a stochastic differential equation.
"Analysis of a Stochastic Switched Model of Freeway Traffic Incidents".
Analysis of a Stochastic Switched Model of Freeway Traffic Incidents, IEEE TAC (revise and resubmit), 2016.
Non-Bayesian Testing of a Stochastic Prediction" Yossi Feinberg, Eddie Dekel.
A prototype of a stochastic energy meter was built.
Let (Xt) be the solution of a stochastic differential system.
Even with conservative assumptions about the rate and impacts of a stochastic tipping event, today's optimal carbon tax is increased by ∼50%.
This representation is applied to show some asymptotic properties of a stochastic oscillatory integral and the transverse analyticity of the law of a stochastic line integral.
Extreme value analysis of a stochastic process features in many engineering problems.
Considerations of a stochastic nature lead to a model called the Stochastic Hybrid Automaton.
This framework is based on multilayer modelling of a stochastic system using hierarchical viewpoints.
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