List of Stochastic Processes Topics - Stochastic Processes Topics

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.
  • 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.
  • 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

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