Stochastic Process Explained | Discrete vs Continuous Time Set & State Space
Автор: Actuary vs. Risk
Загружено: 2025-12-22
Просмотров: 129
Описание:
This video explains stochastic processes, including discrete and continuous time sets, state spaces, counting processes, and real-world finance examples.
In this video you will learn:
• the different types of stochastic processes
• how to distinguish between them
• what these processes look like visually
0:00 - 0:27 What is a stochastic process?
0:27 - 0:58 Before modelling any process...
0:58 - 1:10 Different types of stochastic processes
1:10 - 3:00 Discrete time and discrete state space
3:00 - 4:30 Continuous time and discrete state space
4:30 - 5:20 Recording a continuous time process in discrete time
5:20 - 5:55 Continuous time vs discrete time
5:55 - 7:22 Continuous state space example part 1
7:22 - 9:14 Approximating discrete state space with a continuous state space
9:14 - 9:44 Continuous state space example part 1
9:44 - 10:01 Outro
Повторяем попытку...
Доступные форматы для скачивания:
Скачать видео
-
Информация по загрузке:
![🔴 EXPRESS BIEDRZYCKIEJ | GRZEGORZ SCHETYNA, PROF. EWA PIETRZYK-ZIENIEWICZ [NA ŻYWO]](https://imager.clipsaver.ru/L0aE-qAbryw/max.jpg)
