List of stochastic processes topics

<h2 id="stochastic-processes-topics">Stochastic processes topics</h2>
This list is currently incomplete. See also Category:Stochastic processes
<ul><li><a href="/facts/Basic_affine_jump_diffusion/QrgR5Gbn">Basic affine jump diffusion</a> </li>
<li><a href="/facts/Bernoulli_process/AF9E3jpu">Bernoulli process</a>: <a href="/facts/Discrete-time_stochastic_process/Ng1n1dnB">discrete-time</a> processes with two possible states.
<ul><li><a href="/facts/Bernoulli_scheme/JA8N69xf">Bernoulli schemes</a>: discrete-time processes with N possible states; every stationary process in N outcomes is a Bernoulli scheme, and vice versa.</li></ul></li>
<li><a href="/facts/Bessel_process/RKVXhbc8">Bessel process</a></li>
<li><a href="/facts/Birth%E2%80%93death_process/ud6IWMxu">Birth–death process</a> </li>
<li><a href="/facts/Branching_process/JzdGdWrQ">Branching process</a> </li>
<li><a href="/facts/Branching_random_walk/HFPDWmKr">Branching random walk</a> </li>
<li><a href="/facts/Brownian_bridge/vnStxc6h">Brownian bridge</a> </li>
<li><a href="/facts/Brownian_motion/Th0g0wkr">Brownian motion</a> </li>
<li><a href="/facts/Chinese_restaurant_process/FqmwpAJ0">Chinese restaurant process</a> </li>
<li><a href="/facts/CIR_process/lVcxl6T5">CIR process</a> </li>
<li><a href="/facts/Continuous_stochastic_process/GEmGTXYm">Continuous stochastic process</a> </li>
<li><a href="/facts/Cox_process/6A45sqyH">Cox process</a> </li>
<li><a href="/facts/Dirichlet_process/Eu0w1Pb5">Dirichlet processes</a></li>
<li><a href="/facts/Finite-dimensional_distribution/RRglj3hV">Finite-dimensional distribution</a> </li>
<li><a href="/facts/First_passage_time/smY5bheV">First passage time</a></li>
<li><a href="/facts/Galton%E2%80%93Watson_process/9hv6EdPN">Galton–Watson process</a> </li>
<li><a href="/facts/Gamma_process/LzThRMDk">Gamma process</a> </li>
<li><a href="/facts/Gaussian_process/MrBq7kYW">Gaussian process</a> – a process where all linear combinations of coordinates are <a href="/facts/Normal_distribution/UapjjPyQ">normally distributed</a> random variables.
<ul><li><a href="/facts/Gauss%E2%80%93Markov_process/ufqMTq3R">Gauss–Markov process</a> (cf. below)</li></ul></li>
<li>GenI process</li>
<li><a href="/facts/Girsanov%27s_theorem/7WWj3pPk">Girsanov's theorem</a></li>
<li><a href="/facts/Hawkes_process/zsJmxmFf">Hawkes process</a> </li>
<li><a href="/facts/Homogeneous_process/Ng1n1dnB">Homogeneous processes</a>: processes where the domain has some <a href="/facts/Symmetry/hpu7DK8p">symmetry</a> and the finite-dimensional probability distributions also have that symmetry. Special cases include <a href="/facts/Stationary_process/vozdgfEX">stationary processes</a>, also called time-homogeneous.</li>
<li><a href="/facts/Karhunen%E2%80%93Lo%C3%A8ve_theorem/HX3cIv6g">Karhunen–Loève theorem</a></li>
<li><a href="/facts/L%C3%A9vy_process/m9A3YQW8">Lévy process</a> </li>
<li><a href="/facts/Local_time_(mathematics)/Pychb8n8">Local time (mathematics)</a> </li>
<li><a href="/facts/Loop-erased_random_walk/XrnUglNF">Loop-erased random walk</a> </li>
<li><a href="/facts/Markov_process/5oP5hntk">Markov processes</a> are those in which the future is conditionally independent of the past given the present.
<ul><li><a href="/facts/Markov_chain/5oP5hntk">Markov chain</a> </li>
<li><a href="/facts/Markov_chain_central_limit_theorem/rK6cp0De">Markov chain central limit theorem</a> </li>
<li><a href="/facts/Continuous-time_Markov_process/h7ytJ6p3">Continuous-time Markov process</a> </li>
<li><a href="/facts/Markov_process/5oP5hntk">Markov process</a> </li>
<li><a href="/facts/Semi-Markov_process/mmUboHlf">Semi-Markov process</a> </li>
<li><a href="/facts/Gauss%E2%80%93Markov_process/ufqMTq3R">Gauss–Markov processes</a>: processes that are both Gaussian and Markov</li></ul></li>
<li><a href="/facts/Martingale_(probability_theory)/wk9qdXFn">Martingales</a> – processes with constraints on the expectation</li>
<li><a href="/facts/Onsager%E2%80%93Machlup_function/LlD9xT1I">Onsager–Machlup function</a> </li>
<li><a href="/facts/Ornstein%E2%80%93Uhlenbeck_process/oFaDcovm">Ornstein–Uhlenbeck process</a> </li>
<li><a href="/facts/Percolation_theory/Bop4vG7u">Percolation theory</a> </li>
<li><a href="/facts/Point_process/zsJmxmFf">Point processes</a>: random arrangements of points in a space 
 
 
 
 S
 
 
 {\displaystyle S}
 
. They can be modelled as stochastic processes where the domain is a sufficiently large family of subsets of S, ordered by inclusion; the range is the set of natural numbers; and, if A is a subset of B, ƒ(A) ≤ ƒ(B) with probability 1.</li>
<li><a href="/facts/Poisson_process/8uphjAUc">Poisson process</a> 
<ul><li><a href="/facts/Compound_Poisson_process/DrfL22v3">Compound Poisson process</a> </li></ul></li>
<li><a href="/facts/Population_process/UXPWKGV3">Population process</a> </li>
<li><a href="/facts/Stochastic_cellular_automaton/2d0tPcuA">Probabilistic cellular automaton</a> </li>
<li><a href="/facts/Queueing_theory/8NDl56EM">Queueing theory</a> 
<ul><li><a href="/facts/Queue_(data_structure)/hVPjPXus">Queue</a> </li></ul></li>
<li><a href="/facts/Random_field/8N7Id48z">Random field</a> 
<ul><li><a href="/facts/Gaussian_random_field/qGKLczth">Gaussian random field</a> </li>
<li><a href="/facts/Markov_random_field/DJazwaeP">Markov random field</a> </li></ul></li>
<li><a href="/facts/Sample-continuous_process/sWFG0MEJ">Sample-continuous process</a> </li>
<li><a href="/facts/Stationary_process/vozdgfEX">Stationary process</a> </li>
<li><a href="/facts/Stochastic_calculus/QgY91tp2">Stochastic calculus</a> 
<ul><li><a href="/facts/It%C3%B4_calculus/2uSR02fY">Itô calculus</a> </li>
<li><a href="/facts/Malliavin_calculus/YMdmenM0">Malliavin calculus</a> </li>
<li><a href="/facts/Semimartingale/DUU5kWtC">Semimartingale</a> </li>
<li><a href="/facts/Stratonovich_integral/sK9p7005">Stratonovich integral</a> </li></ul></li>
<li><a href="/facts/Stochastic_control/ETvJLl24">Stochastic control</a> </li>
<li><a href="/facts/Stochastic_differential_equation/ol9a9WNq">Stochastic differential equation</a> </li>
<li><a href="/facts/Stochastic_process/Ng1n1dnB">Stochastic process</a> </li>
<li><a href="/facts/Telegraph_process/0MYYdDuJ">Telegraph process</a> </li>
<li><a href="/facts/Time_series/fSXPR817">Time series</a> </li>
<li><a href="/facts/Wald%27s_martingale/TWH5SH5w">Wald's martingale</a> </li>
<li><a href="/facts/Wiener_process/KPh7vYd7">Wiener process</a> </li></ul>

List of stochastic processes topics open-in-new

List of stochastic processes topics