Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties. These mathematical constructs are used to rigorously ...

Random walks constitute a foundational concept in probability theory, describing the seemingly erratic movement of particles or agents as they traverse a space in a series of stochastic steps. In many ...

Tiny particles like pollen grains move constantly, pushed and pulled by environmental forces. To study this motion, physicists use a "random walk" model—a system in which every step is determined by a ...

Tiny particles like pollen grains move constantly, pushed and pulled by environmental forces. To study this motion, physicists use a “random walk” model — a system in which every step is determined by ...

This paper is concerned with everywhere local behaviour of certain classes of random processes which have stationary Gaussian increments. It is shown that for two classes of processes almost all the ...