Stochastic Processes: General Theory

1995 ◽  
Author(s):  
M. M. Rao
Keyword(s):  
General Theory ◽  
Stochastic Processes

scholarly journals An essay on the general theory of stochastic processes

2006 ◽  
Vol 3 (0) ◽  
pp. 345-412 ◽  
Author(s):  
Ashkan Nikeghbali
Keyword(s):  
General Theory ◽  
Stochastic Processes

scholarly journals INITIAL ENLARGEMENT IN A MARKOV CHAIN MARKET MODEL

2011 ◽  
Vol 11 (02n03) ◽  
pp. 389-413
Author(s):  
DARIO GASBARRA ◽  
JOSÉ IGOR MORLANES ◽  
ESKO VALKEILA
Keyword(s):  
Markov Chain ◽  
General Theory ◽  
Stochastic Processes ◽  
Market Model ◽  
Insider Information ◽  
Stochastic Finance

Enlargement of filtrations is a classical topic in the general theory of stochastic processes. This theory has been applied to stochastic finance in order to analyze models with insider information. In this paper we study initial enlargement in a Markov chain market model, introduced by Norberg. In the enlarged filtration, several things can happen: some of the jumps times can be accessible or predictable, but in the original filtration all the jumps times are totally inaccessible. But even if the jumps times change to accessible or predictable, the insider does not necessarily have arbitrage possibilities.

ON DISCRETE STOCHASTIC PROCESSES WITH DISJUNCTIVE OUTCOMES

2014 ◽  
Vol 90 (1) ◽  
pp. 149-159 ◽  
Author(s):  
KRZYSZTOF LEŚNIAK
Keyword(s):  
General Theory ◽  
Markov Chains ◽  
Stochastic Processes ◽  
Control Systems ◽  
Discrete Time ◽  
Sufficient Conditions ◽  
Strongly Mixing ◽  
Verification Problem ◽  
Random Iteration ◽  
Switched Control

AbstractWe introduce a class of discrete-time stochastic processes, called disjunctive processes, which are important for reliable simulations in random iteration algorithms. Their definition requires that all possible patterns of states appear with probability 1. Sufficient conditions for nonhomogeneous chains to be disjunctive are provided. Suitable examples show that strongly mixing Markov chains and pairwise independent sequences, often employed in applications, may not be disjunctive. As a particular step towards a general theory we shall examine the problem arising when disjunctiveness is inherited under passing to a subsequence. An application to the verification problem for switched control systems is also included.

Extreme self-sacrifice beyond fusion: Moral expansiveness and the special case of allyship

2018 ◽  
Vol 41 ◽  
Author(s):  
Daniel Crimston ◽  
Matthew J. Hornsey
Keyword(s):  
General Theory ◽  
Biological Markers ◽  
Natural Environment ◽  
Relevant Dimension ◽  
Special Case

AbstractAs a general theory of extreme self-sacrifice, Whitehouse's article misses one relevant dimension: people's willingness to fight and die in support of entities not bound by biological markers or ancestral kinship (allyship). We discuss research on moral expansiveness, which highlights individuals’ capacity to self-sacrifice for targets that lie outside traditional in-group markers, including racial out-groups, animals, and the natural environment.

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