In probability theory and related fields, a stochastic or random process is a mathematical object usually defined as a sequence of random variables, where the index of the sequence have 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, cryptography, and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance.
William "Vilim" Feller, born Vilibald Srećko Feller, was a Croatian-American mathematician specializing in probability theory.
Studia Mathematica is a triannual peer-reviewed scientific journal of mathematics published by the Polish Academy of Sciences. Papers are written in English, French, German, or Russian, primarily covering functional analysis, abstract methods of mathematical analysis, and probability theory. The editor-in-chief is Adam Skalski.
Anatoliy Volodymyrovych Skorokhod was a Soviet and Ukrainian mathematician.
Olav Kallenberg is a probability theorist known for his work on exchangeable stochastic processes and for his graduate-level textbooks and monographs. Kallenberg is a professor of mathematics at Auburn University in Alabama in the USA.
Bálint Tόth is a Hungarian mathematician whose work concerns probability theory, stochastic process and probabilistic aspects of mathematical physics. He obtained PhD in 1988 from the Hungarian Academy of Sciences, worked as senior researcher at the Institute of Mathematics of the HAS and as professor of mathematics at TU Budapest. He holds the Chair of Probability at the University of Bristol and is a research professor at the Alfréd Rényi Institute of Mathematics, Budapest.
Geoffrey Richard GrimmettOLY is a mathematician known for his work on the mathematics of random systems arising in probability theory and statistical mechanics, especially percolation theory and the contact process. He is the Professor of Mathematical Statistics in the Statistical Laboratory, University of Cambridge, and was the Master of Downing College, Cambridge, from 2013 to 2018.
Myhailo Yosypovych Yadrenko was born April 16, 1932, in the village of Drimailivka and died September 28, 2004, in Kyiv, Ukraine. Yadrenko was a prominent Ukrainian mathematician and pedagogue, Corresponding Member of the Ukrainian National Academy of Sciences, and head of the Department of Probability Theory and Mathematical Statistics at Kiev State University of Ukraine.
AStA Advances in Statistical Analysis is a peer-reviewed mathematics journal published quarterly by Springer Science+Business Media and the German Statistical Society. It was established in 2007, and covers statistical theory, methods, methodological developments, as well as probability and mathematics applications. Coverage is organized into three broad areas: statistical applications, statistical methodology, and review articles. The editor were Göran Kauermann (2009–2019) and Stefan Lang (2009–2014). In 2022 the editor are Thomas Kneib and Yarema Okhrin.
Probability Theory and Related Fields is a peer-reviewed mathematics journal published by Springer. Established in 1962, it was originally named Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete, with the English replacing the German starting from volume 71 (1986). The journal publishes articles on probability. The journal is indexed by Mathematical Reviews and Zentralblatt MATH. Its 2019 MCQ was 2.29, and its 2019 impact factor was 2.125.
The Annals of Applied Probability is a leading peer-reviewed mathematics journal published by the Institute of Mathematical Statistics, which is the main international society for researchers in probability and statistics. The journal was established in 1991 by founding editor J. Michael Steele and is indexed by Mathematical Reviews and Zentralblatt MATH. Its 2009 MCQ was 1.02. Its impact factor evolved from 1.454 in 2014 to 1.786 in 2017.
BIT Numerical Mathematics is a quarterly peer-reviewed mathematics journal that covers research in numerical analysis. It was established in 1961 by Carl Erik Fröberg and is published by Springer Science+Business Media. The name "BIT" is a reverse acronym of Tidskrift för Informationsbehandling.
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.
The Journal of Geometry and Physics is a scientific journal in mathematical physics. Its scope is to stimulate the interaction between geometry and physics by publishing primary research and review articles which are of common interest to practitioners in both fields. The journal is published by Elsevier since 1984.
Combinatorics, Probability and Computing is a peer-reviewed scientific journal in mathematics published by Cambridge University Press. Its editor-in-chief is Béla Bollobás.
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.
Mathematica Applicanda is a peer-reviewed scientific journal covering applied mathematics. It was established in 1973 by the Polish Mathematical Society as Series III of the Annales Societatis Mathematicae Polonae, under the name Matematyka Stosowana. The first editor-in-chief was Marceli Stark. In 1999 the journal was renamed Matematyka Stosowana-Matematyka dla Społeczeństwa. Since 2012 its main issue is the electronic one with the name Mathematica Applicanda with ISSN 2299-4009.
Yuliya Stepanivna Mishura is a Ukrainian mathematician specializing in probability theory and mathematical finance. She is a professor at the Taras Shevchenko National University of Kyiv.
Probability and Mathematical Statistics is a peer-reviewed scientific journal covering mathematical aspects of the probability theory. It was founded in 1980 as the initiative of the Wrocław probability community led by Kazimierz Urbanik and Czesław Ryll-Nardzewski, and statistics community represented by Witold Klonecki. They served as editors of the journal during the first twenty-five years of its existence, with Kazimierz Urbanik shouldering the role of the editor-in-chief. Beginning with 2007, Probability and Mathematical Statistics became an affiliated journal of the Institute of Mathematical Statistics. PMS is indexed by Scopus, MathSciNet, Index Copernicus and Journal Citation Reports (IF=0.617). PMS is an open-access journal.
Iosif Ilyich Gikhman was a Soviet mathematician.
