Alexander Erreygers

Imprecise stochastic processes

Alexander Erreygers

Presented at the University of Oviedo (), 11/11/2019.

Abstract The dynamics of a stochastic processes are often characterised by a single parameter; for instance, the transition matrix of a discrete-time Markov chain or the rate of a Poisson process. However, one cannot always determine or specify this parameter precisely. In this talk, I will consider the case that one can only specify a set of possible parameter values instead of a single precise value. It is precisely this case that is at the core of the theory of imprecise stochastic processes—part of the theory of imprecise probabilities.