Stochastic Analysis of Reaction–Diffusion Processes

Stochastic analysis of Bernoulli processes

These notes survey some aspects of discrete-time chaotic calculus and its applications, based on the chaos representation property for i.i.d. sequences of random variables. The topics covered include the Clark formula and predictable representation, anticipating calculus, covariance identities and functional inequalities (such as deviation and logarithmic Sobolev inequalities), and an applicati...

Spectral Analysis of Stochastic Processes

Stochastic Analysis of Dynamic Processes

Discrete Wave-analysis of Continuous Stochastic Processes" Discrete Wave-analysis of Continuous Stochastic Processes

1. Introduction. In the theory of stationary stochastic processes, much effort

Stochastic processes in survival analysis

The objects studied in survival and event history analysis are stochastic phenomena developing over time. It is therefore natural to use the highly developed theory of stochastic processes. We argue that this theory should be used more in event history analysis. Some specific examples are treated: Markov chains, martingale-based counting processes, birth type processes, diffusion processes and ...