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La mwawstocastica è l'insieme di tecniche e teorie appartenenti al mwbacalcolo delle probabilità usate per studiare modelli detti per l'appunto stocasticicite-ref-1[1] (dal mwcqlatino mwcgstochasticus, a sua volta dal mwcwgreco στοχαστικός (mwdastochastikós) o "congetturale")cite-ref-2[2]. Si definisce tale qualunque mweqsistema il cui comportamento è determinato in modo casuale. In matematica i termini mwegmwewprocesso stocastico e mwfaprocesso casuale sono intercambiabilicite-ref-adlertaylor2009page7-3-0[3]cite-ref-stirzaker2005page45-4-0[4]cite-ref-chaumontyor2012-5-0[5]cite-ref-rosenblatt1962page91-6-0[6]cite-ref-kallenberg2002page24-7-0[7].

I processi stocastici compaiono in molti campi diversi, comprese le scienze fisiche come mwkgbiologiacite-ref-bressloff2014-8-0[8], mwlwchimicacite-ref-kampen2011-9-0[9], mwnaecologiacite-ref-landeengen2003-10-0[10], mwoqneuroscienzecite-ref-lainglord2010-11-0[11] e mwpgfisicacite-ref-paulbaschnagel2013-12-0[12], nonché i campi della mwqwtecnologia e dell'mwraingegneria come l'mwrqelaborazione delle immagini, l'mwrgelaborazione del segnalecite-ref-dougherty1999-13-0[13], la mwswteoria dell'informazionecite-ref-coverthomas2012page71-14-0[14], l'mwuainformaticacite-ref-baron2015-15-0[15], la mwvqcrittografiacite-ref-16[16] e le mwwgtelecomunicazionicite-ref-baccelliblaszczyszyn2009-17-0[17]. Viene anche utilizzato in mwxwfinanza, per indicare i cambiamenti apparentemente casuali nei mwyamercati finanziaricite-ref-steele2001-18-0[18]cite-ref-musielarutkowski2006-19-0[19]cite-ref-shreve2004-20-0[20] così come in mwbqmedicina, mwbglinguistica, mwbwmusica, mwcamedia, mwcqteoria dei colori, mwcgbotanica, mwcwproduzione e mwdageomorfologia.

La teoria delle mwdgscienze sociali stocastiche è simile alla mwdwteoria dei sistemi.

• Note

• Voci correlate

• Collegamenti esterni

cite-note-11. ↑ citereftreccani-stocasticamwfgmwfwstocàstica, in mwgaTreccani.it – mwgqVocabolario Treccani on line, Roma, Istituto dell'Enciclopedia Italiana. mwggURL consultato il 2 ottobre 2020.

cite-note-22. ↑ citereftreccani-stocasticomwhgmwhwstocàstico, in mwiaTreccani.it – mwiqVocabolario Treccani on line, Roma, Istituto dell'Enciclopedia Italiana. mwigURL consultato il 2 ottobre 2020.

cite-note-adlertaylor2009page7-33. ↑ mwjgRobert J. Adler e Jonathan E. Taylor, mwjwmwkaRandom Fields and Geometry, Springer Science & Business Media, 29 January 2009, pp.mwkq 7-8, mwkgISBNmwkw 978-0-387-48116-6.

cite-note-stirzaker2005page45-44. ↑ mwmaDavid Stirzaker, mwmqmwmgStochastic Processes and Models, Oxford University Press, 2005, p.mwmw 45, mwnaISBNmwnq 978-0-19-856814-8.

cite-note-chaumontyor2012-55. ↑ mwogLoïc Chaumont e Marc Yor, mwowmwpaExercises in Probability: A Guided Tour from Measure Theory to Random Processes, Via Conditioning, Cambridge University Press, 19 July 2012, p.mwpq 175, mwpgISBNmwpw 978-1-107-60655-5.

cite-note-rosenblatt1962page91-66. ↑ mwraMurray Rosenblatt, mwrqmwrgRandom Processes, Oxford University Press, 1962, p.mwrw 91.

cite-note-kallenberg2002page24-77. ↑ mwswOlav Kallenberg, mwtamwtqFoundations of Modern Probability, Springer Science & Business Media, 8 January 2002, pp.mwtg 24 and 25, mwtwISBNmwua 978-0-387-95313-7.

cite-note-bressloff2014-88. ↑ mwvqPaul C. Bressloff, mwvgmwvwStochastic Processes in Cell Biology, Springer, 22 August 2014, mwwaISBNmwwq 978-3-319-08488-6.

cite-note-kampen2011-99. ↑ mwxgN.G. Van Kampen, mwxwmwyaStochastic Processes in Physics and Chemistry, Elsevier, 30 August 2011, mwyqISBNmwyg 978-0-08-047536-3.

cite-note-landeengen2003-1010. ↑ mwzwRussell Lande, Steinar Engen e Bernt-Erik Sæther, mw0amw0qStochastic Population Dynamics in Ecology and Conservation, Oxford University Press, 2003, mw0gISBNmw0w 978-0-19-852525-7.

cite-note-lainglord2010-1111. ↑ mw2aCarlo Laing e Gabriel J Lord, mw2qmw2gStochastic Methods in Neuroscience, OUP Oxford, 2010, mw2wISBNmw3a 978-0-19-923507-0.

cite-note-paulbaschnagel2013-1212. ↑ mw4qWolfgang Paul e Jörg Baschnagel, mw4gmw4wStochastic Processes: From Physics to Finance, Springer Science & Business Media, 11 July 2013, mw5aISBNmw5q 978-3-319-00327-6.

cite-note-dougherty1999-1313. ↑ mw6gEdward R. Dougherty, mw6wmw7aRandom processes for image and signal processing, SPIE Optical Engineering Press, 1999, mw7qISBNmw7g 978-0-8194-2513-3.

cite-note-coverthomas2012page71-1414. ↑ mw8wThomas M. Cover e Joy A. Thomas, mw9amw9qElements of Information Theory, John Wiley & Sons, 28 November 2012, p.mw9g 71, mw9wISBNmw-a 978-1-118-58577-1.

cite-note-baron2015-1515. ↑ mw-qMichael Baron, mw-gmw-wProbability and Statistics for Computer Scientists, Second Edition, CRC Press, 15 September 2015, p.mwaqa 131, mwaqeISBNmwaqi 978-1-4987-6060-7.

cite-note-1616. ↑ mwaqcJonathan Katz e Yehuda Lindell, mwaqgmwaqkIntroduction to Modern Cryptography: Principles and Protocols, CRC Press, 31 agosto 2007, p.mwaqo 26, mwaqsISBNmwaqw 978-1-58488-586-3.

cite-note-baccelliblaszczyszyn2009-1717. ↑ mwareFrançois Baccelli e Bartlomiej Blaszczyszyn, mwarimwarmStochastic Geometry and Wireless Networks, Now Publishers Inc, 2009, p.mwarq 200, mwaruISBNmwary 978-1-60198-264-3.

cite-note-steele2001-1818. ↑ mwarsJ. Michael Steele, mwarwmwar0Stochastic Calculus and Financial Applications, Springer Science & Business Media, 2001, mwar4ISBNmwar8 978-0-387-95016-7.

cite-note-musielarutkowski2006-1919. ↑ mwasqMarek Musiela e Marek Rutkowski, mwasumwasyMartingale Methods in Financial Modelling, Springer Science & Business Media, 21 January 2006, mwascISBNmwasg 978-3-540-26653-2.

cite-note-shreve2004-2020. ↑ mwas0Steven E. Shreve, mwas4mwas8Stochastic Calculus for Finance II: Continuous-Time Models, Springer Science & Business Media, 3 June 2004, mwataISBNmwate 978-0-387-40101-0.

• mwatyProcesso di salto

• mwatgSorteggio

• mwatoProcesso stocastico

• mwatwPappagallo stocastico

• citerefvocabolario-treccanistocàstica, su Vocabolario Treccani, Istituto dell'Enciclopedia Italiana.

• citerefmathworld(EN) Eric W. Weisstein, Stochastic, su MathWorld, Wolfram Research.