
「Stochastic」与「Random」有何区别? - 知乎
With stochastic process, the likelihood or probability of any particular outcome can be specified and not all outcomes are equally likely of occurring. For example, an ornithologist may assign a greater …
In layman's terms: What is a stochastic process?
Oct 8, 2015 · A stochastic process is a colection of random variables defined on the same probability space. Please explain further what parts of this definition are escaping you.
What's the difference between stochastic and random?
Feb 28, 2012 · What's the difference between stochastic and random?There is an anecdote about the notion of stochastic processes. They say that when Khinchin wrote his seminal paper "Correlation …
random process和stochastic process的区别是什么? - 知乎
然而,就在Khinchin给出随机过程的定义之后不久,在他的苏联同事们改回random process之前,两名美国概率学家,Doob和Feller,把Khinchin的工作翻译成了英语。 出于对原作者的尊重,他们直接沿用 …
「Stochastic」与「Random」有何区别? - 知乎
With stochastic process, the likelihood or probability of any particular outcome can be specified and not all outcomes are equally likely of occurring. For example, an ornithologist may assign a greater …
如何理解随机梯度下降(stochastic gradient descent,SGD)?
随机梯度下降 Stochastic Gradient Descent SGD (Vinilla基础法/Momentum动量法) 一开始SGD没有动量,叫做Vanilla SGD,也就是没有之前时刻的梯度信息。 所以 m_t=\eta G_t ( \eta 就是学习 …
Books recommendations on stochastic analysis - Mathematics Stack …
Feb 21, 2023 · Stochastic Calculus for Finance I: Binomial asset pricing model and Stochastic Calculus for Finance II: tochastic Calculus for Finance II: Continuous-Time Models. These two books are very …
Difference between time series and stochastic process?
Jan 30, 2011 · Stochastic processes are often used in modeling time series data- we assume that the time series we have was produced by a stochastic process, find the parameters of a stochastic …
Stochastic Calculus 在现实的 Quant 世界中到底可以干什么?
Stochastic Calculus 在现实的 Quant 世界中到底可以干什么? 感觉学了好多随机计算,除了产品(衍生品)定价,别的根本用不上。
随机模型预测控制到底是什么? - 知乎
SMPC,stochastic model predictive control。 先搞清楚MPC是啥?就是用模型预测系统以后的表现加以改变现在的控制。比如打网球,人能在对手击球时,通过脑内的打网球模型就判断球的路径和回击位 …