Stochastic Advanced Mathematics
Definition:
"Stochastic is synonymous with "random." The word is of Greek origin and means "pertaining to chance" (Parzen 1962, p. 7).
It is used to indicate that a particular subject is seen from point of view of randomness. Stochastic is often used as counterpart of the word "deterministic," which means that random phenomena are not involved.
Therefore, stochastic s are based on random trials, while deterministic s always produce the same output for a given starting condition."
http://mathworld.wolfram.com/Stochastic.html
- General theory of linear random operators
- Theory of random matrices
- Chaos in classical and quantum mechanics
- Stochastic differential equations
- Brownian motion theory
- Neural networks theory
- Regression analysis
- Multivariate statistical analysis
- Systems of linear algebraic equations with random coefficients
- Properties of the solutions of stochastic differential equations
- Spectral decomposition of the solutions of operator stochastic equations
- Pattern recognition
- Discriminant analysis
- Stochastic control theory
http://www.vsppub.com/journals/jn-RanOpeStoEqu.html
http://www3.interscience.wiley.com/cgi-bin/jhome/15783
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