Statistics of Random Processes

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Grad-TTS: A Diffusion Probabilistic Model for Text-to-Speech (2021, methodology): “A rigorous deﬁnition of the diffusion type processes, as well as other notions from stochastic calculus we use in this section, can be found in (Liptser & Shiryaev, 1978).”
Controllability and Optimal Control for a Class of Time-Delayed Fractional Stochastic Integro-Differential Systems (2020, neutral): “0 ξ(ξ I + WT s )−1 1(T − s) ∫ +∞ −∞ g(s, ν)P(ds, dν) where h = Eh + ∫ T 0 φ(s)dW(s) ∈ L p( ,F,Rn) at a time T and φ ∈ Lp (J ,Rn×n), for more details see [12].”