The Basic Concepts of Random Processes and Stochastic Calculus

  • Khavtgain Namsrai
Part of the Fundamental Theories of Physics book series (FTPH, volume 13)


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.


Brownian Motion Characteristic Function Markov Process Random Process Transition Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© D. Reidel Publishing Company, Dordrecht, Holland 1986

Authors and Affiliations

  • Khavtgain Namsrai
    • 1
    • 2
  1. 1.Institute of Physics and Technology, Academy of SciencesMongolian People’s Republic
  2. 2.Joint Institute for Nuclear ResearchDubnaUSSR

Personalised recommendations