Hilbert spaces provide a fundamental mathematical framework for analysing infinite-dimensional vector spaces endowed with an inner product. In the context of stochastic processes, these spaces ...

Figure 4: Example of edge placement bands vs. number of trials. a) and b): two contours of two different stochastic simulations of the same process. c): overlap of the contours of trial 1 + 2, where ...

Here, we present the spacey random walk, a non-Markovian stochastic process whose stationary distribution is given by the tensor eigenvector. The process itself is a vertex-reinforced random walk, and ...

The structure of exponential families of stochastic processes with a time-continuous likelihood function is investigated by means of semimartingale theory. The time-homogeneous exponential families of ...