Sentence examples for random measure from inspiring English sources

Additionally, associated with such a jump process is an integer valued random measure μ(d x,d t) that counts the jumps occurring in measurable subsets of space and time.

If you divide the second of these figures by the first, you get a "passage probability"—the chance, behind a "veil of ignorance", that a random measure will pass.

The Wiener process and the Poisson random measure are mutually independent.

Finally, we construct a process to approximate to complex-valued random measure.

In [6], Euler method was presented to SDEs with Poisson random measure.

Now, we study the averaging principle for neutral SFDEs with Poisson random measure.

These show that complex random measure is very important in theory.

In Section 1, an implicit compensated Euler method is introduced to SDEs with Poisson random measure.

The points x (m) represent the support of the random measure and are called particles.

For the particles of X t, the random measure is then replaced with ( tilde{X}_{t} ).

The random measure is well defined and may be used to define the pathwise integral.