In probability theory and related fields, a stochastic or random process is a mathematical object usually defined as a sequence of random variables in a probability space, where the index of the sequence often has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology, neuroscience, physics, image processing, signal processing, control theory, information theory, computer science, and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance.
Stochastic refers to the property of being well-described by a random probability distribution. Although stochasticity and randomness are distinct in that the former refers to a modeling approach and the latter refers to phenomena themselves, these two terms are often used synonymously. Furthermore, in probability theory, the formal concept of a stochastic process is also referred to as a random process.
Proceedings of the American Mathematical Society is a monthly peer-reviewed scientific journal of mathematics published by the American Mathematical Society. As a requirement, all articles must be at most 15 printed pages.
Nonlinearity is a peer-reviewed scientific journal published by IOP Publishing and the London Mathematical Society. The journal publishes papers on nonlinear mathematics, mathematical physics, experimental physics, theoretical physics and other areas in the sciences where nonlinear phenomena are of fundamental importance. The Editors-in-Chief are Tasso J Kaper for IOP Publishing and Konstantin Khanin for the London Mathematical Society.
Lajos Takács was a Hungarian mathematician, known for his contributions to probability theory and in particular, queueing theory. He wrote over two hundred scientific papers and six books.
Nonlinear Dynamics, An International Journal of Nonlinear Dynamics and Chaos in Engineering Systems is a monthly peer-reviewed scientific journal covering all nonlinear dynamic phenomena associated with mechanical, structural, civil, aeronautical, ocean, electrical, and control systems. It is published by Springer Nature and the editor-in-chief of the journal is Walter Lacarbonara.
Fluctuation and Noise Letters (FNL) is a journal published by World Scientific since 2001. It is at present the only journal solely dedicated to interdisciplinary articles on fluctuations and noise in physical, biological, and technological systems, and encourages open public debate.
Fractals is a peer-reviewed scientific journal devoted to explaining complex phenomena using fractal geometry and scaling. It is published by World Scientific and has explored diverse topics from turbulence and colloidal aggregation to stock markets.
The International Journal of Modern Physics is a series of Physics journals published by World Scientific.
The Journal of Mathematical Logic was established in 2001 and is published by World Scientific. It covers the field of mathematical logic and its applications.
Mathematical Models and Methods in Applied Sciences is a journal founded in 1991 and published by World Scientific. It covers: mathematical modelling of systems in the applied sciences ; qualitative and quantitative analysis of mathematical physics and technological sciences; and numerical and computer treatment of mathematical models or real systems.
Institute of Mathematics of the National Academy of Sciences of Ukraine is a government-owned research institute in Ukraine that carries out basic research and trains highly qualified professionals in the field of mathematics. It was founded on 13 February 1934.
Alan Stuart Edelman is an American mathematician and computer scientist. He is a professor of applied mathematics at the Massachusetts Institute of Technology (MIT) and a Principal Investigator at the MIT Computer Science and Artificial Intelligence Laboratory (CSAIL) where he leads a group in applied computing. In 2004, he founded a business called Interactive Supercomputing which was later acquired by Microsoft. Edelman is a fellow of American Mathematical Society (AMS), Society for Industrial and Applied Mathematics (SIAM), Institute of Electrical and Electronics Engineers (IEEE), and Association for Computing Machinery (ACM), for his contributions in numerical linear algebra, computational science, parallel computing, and random matrix theory. He is one of the creators of the technical programming language Julia.
Stochastic Processes and Their Applications is a monthly peer-reviewed scientific journal published by Elsevier for the Bernoulli Society for Mathematical Statistics and Probability. The editor-in-chief is Sylvie Méléard. The principal focus of this journal is theory and applications of stochastic processes. It was established in 1973.
Stevan Pilipović is a Professor of Mathematics, since 1987, at the Department of Mathematics and Informatics of Novi Sad University.
The Bulletin of Mathematical Sciences is a triannual peer-reviewed scientific journal of mathematics published by World Scientific as a diamond open access journal with article processing charges covered by King Abdulaziz University. The journal publishes expository papers, mostly invited, in all areas of mathematics, as well as short papers with original research. The journal's editors-in-chief are Efim Zelmanov, S.K. Jain, and Ahmed Alsaedi. The journal was established in 2011.
Theory of Probability and Mathematical Statistics is a peer-reviewed international scientific journal published by Taras Shevchenko National University of Kyiv jointly with the American Mathematical Society two times per year in both print and electronic formats. The subjects covered by the journal are probability theory, mathematical statistics, random processes and fields, statistics of random processes and fields, random operators, stochastic differential equations, stochastic analysis, queuing theory, reliability theory, risk processes, financial and actuarial mathematics. The editor-in-chief is Yuliya Mishura (Ukraine).
Modern Stochastics: Theory and Applications is a quarterly peer-reviewed open-access mathematics journal that was established in 2014. It is published cooperatively by Vilnius University (Lithuania), Taras Shevchenko National University of Kyiv (Ukraine), and VTeX (Lithuania). The editors-in-chief are Kestutis Kubilius and Yuliya Mishura. The journal covers all aspects of stochastics.
Symmetry is a monthly peer-reviewed open access scientific journal published by MDPI covering several aspects of theories and applications related to symmetry/asymmetry phenomena in the natural sciences. The journal was established in 2009 and the editor-in-chief is Sergei Odintsov. The journal features occasional special issues on specific selected topics.
JinqiaoDuan is a professor of mathematics at Illinois Institute of Technology, Chicago, USA.
