**Stochastic Processes Topics**

*This list is currently incomplete.*See also Category:Stochastic_processes

- Basic affine jump diffusion
- Bernoulli process: discrete-time processes with two possible states.
- Bernoulli schemes: discrete-time processes with
*N*possible states; every stationary process in*N*outcomes is a Bernoulli scheme, and vice-versa.

- Bernoulli schemes: discrete-time processes with
- Birth-death process
- Branching process
- Branching random walk
- Brownian bridge
- Brownian motion
- Chinese restaurant process
- CIR process
- Continuous stochastic process
- Cox process
- Dirichlet processes
- Finite-dimensional distribution
- Galton–Watson process
- Gamma process
- Gaussian process – a process where all linear combinations of coordinates are normally distributed random variables.
- Gauss–Markov process (cf. below)

- Girsanov's theorem
- Homogeneous processes: processes where the domain has some symmetry and the finite-dimensional probability distributions also have that symmetry. Special cases include stationary processes, also called time-homogeneous.
- Karhunen–Loève theorem
- Lévy process
- Local time (mathematics)
- Loop-erased random walk
- Markov processes are those in which the future is conditionally independent of the past given the present.
- Markov chain
- Continuous-time Markov process
- Markov process
- Semi-Markov process
- Gauss–Markov processes: processes that are both Gaussian and Markov

- Martingales – processes with constraints on the expectation
- Ornstein–Uhlenbeck process
- Point processes: random arrangements of points in a space . 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. - Poisson process
- Compound Poisson process

- Population process
- Probabilistic Cellular Automata
- Queueing theory
- Queue

- Random field
- Gaussian random field
- Markov random field

- Sample-continuous process
- Stationary process
- Stochastic calculus
- Itō calculus
- Malliavin calculus
- Semimartingale
- Stratonovich integral

- Stochastic differential equation
- Stochastic process
- Telegraph process
- Time series
- Wiener process

Read more about this topic: List Of Stochastic Processes Topics

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