Continuous stochastic process

In probability theory, a continuous stochastic process is a type of stochastic process that may be said to be "continuous" as a function of its "time" or index parameter. Continuity is a nice property for (the sample paths of) a process to have, since it implies that they are well-behaved in some sense, and, therefore, much easier to analyze.

Source: Wikipedia — Continuous stochastic process (CC BY-SA 4.0)

Continuous stochastic process

In probability theory, a continuous stochastic process is a type of stochastic process that may be said to be "continuous" as a function of its "time" or index parameter. Continuity is a nice property for (the sample paths of) a process to have, since it implies that they are well-behaved in some sense, and, therefore, much easier to analyze.

This neuron ends here.

Source: Wikipedia "Continuous stochastic process" · CC BY-SA 4.0

Share this article: X · Bluesky
Privacy Policy