drought is a gradual phenomenon and cause important changes in water resources, agriculture and so on. due to the stochastic behavior of factors that influence the occurrence and intense of drought, one can consider this phenomenon as a stochastic process. with respect to the importance of predicted drought severity and its vital influence in designing and operating water resources systems, thi...

In this paper, we present an efficient method for determining the solution of the stochastic second kind Volterra integral equations (SVIE) by using the Taylor expansion method. This method transforms the SVIE to a linear stochastic ordinary differential equation which needs specified boundary conditions. For determining boundary conditions, we use the integration technique. This technique give...

In this paper it is shown that one can estimate the sum of the weights used to form a stationary moving average stochastic process based on nonnegative random variables by taking the limit in probability of suitable quotients, even when the random variables involved have infinite expectation.

The concepts of semimartingales and their characteristic triples are introduced for stochastic processes taking their values in a locally compact second countable abelian group. It is proved that the third characteristic always exists and that the first two characteristics always exist when the group is compact. Any continuous additive Gaussian process in a locally compact second countable abel...