Abstract
In this chapter we briefly give some basic probabilistic concepts and definitions of random processes such as the Markov, Gaussian and Wiener processes (see Gihman and Skorokhod, 1975; Dynkin, 1965), and therefore there is a large number of theoretically-probabilistic terms. There is a reason for introducing the terms: a ‘random variable’ and ‘random process’ for the equivalent ‘measurable function’ and a ‘random field’, namely an implied change of view-point. We use the word ‘random’ although in theoretically-probabilistic literature the words ‘random’ and ‘stochastic’ are used equally.
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© 1986 D. Reidel Publishing Company, Dordrecht, Holland
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Namsrai, K. (1986). The Basic Concepts of Random Processes and Stochastic Calculus. In: Nonlocal Quantum Field Theory and Stochastic Quantum Mechanics. Fundamental Theories of Physics, vol 13. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-4518-0_6
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DOI: https://doi.org/10.1007/978-94-009-4518-0_6
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-8513-7
Online ISBN: 978-94-009-4518-0
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