Stochastic Processes and Applications
摘要
One of the applications of probability, and, in fact, a generalization of random vector, which is vastly used in biology, cell biology, and birth-and-death (B-D) processes, is the concept of stochastic processes. Historically, after Andrey Kolmogorov started the modern probability theory, as we know it today, in 1933, it was interrupted by World War II. However, in the 1940s, stochastic or random processes, as applications of probability in potential theory, gained attention.