The ability of a PI controller to deal with different kinds of disturbances will be discussed. Chapter 9 will revisit the discrete time domain and introduce the Z-transform. 8-1 The discrete time ...

Content: Stochastic processes in discrete and continuous time; Markov chains: Markov property, Chapman-Kolmogorov equation, classification of states, stationary distribution, examples of infinite ...

Various discrete-time stochastic processes have some kind of recursive or regenerative structure that can be exploited in the study of their properties. Examples include branching processes, ...

Controlled Galton–Watson processes furnish examples for the processes under consideration. The purpose of The Annals of Probability is to publish contributions to the theory of probability and ...

CHAO ZHENG, WEAK CONVERGENCE RATE OF A TIME-DISCRETE SCHEME FOR THE HESTON STOCHASTIC VOLATILITY MODEL, SIAM Journal on Numerical Analysis, Vol. 55, No. 3 (2017), pp. 1243-1263 ...

T Bjork, Arbitrage Theory in Continuous Time; T Mikosch, Elementary Stochastic Calculus; S I Resnick, Adventures in Stochastic Processes; B K Oksendal, Stochastic Differential Equations: An ...

Metastability and random walks constitute central paradigms in the study of stochastic processes, providing deep insights into transient phenomena and long-term dynamics in complex systems.