In probability theory
and related fields, a
stochastic or random process is a mathematical object usually defined as a collection of random variables.Historically, the random variables were associated with or indexed by a set of numbers, usually viewed as points in time, giving the interpretation of a
stochastic process representing numerical values of some system randomly changing over time ... A
stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a
stochastic process, resulting in a solution which is also a
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