Category:Stochastic processes

• Stochastic process
• Stochastic thermodynamics

*

• Stochastic
• List of stochastic processes topics

A

• Abstract Wiener space
• Accessible stopping time
• Adapted process

B

• Basic affine jump diffusion
• Bernoulli process
• Bessel process
• Borel right process

C

• Càdlàg
• Cheeger bound
• Chernoff's distribution
• Chinese restaurant process
• Classical Wiener space
• Contact process (mathematics)
• Continuous stochastic process
• Continuous-time stochastic process
• Convergence of random variables
• Counting process

D

• Dependent Dirichlet process
• Dirichlet process
• Disorder problem
• Dissociated press

E

• Excursion probability
• Extinction probability

F

• Feller-continuous process
• Feynman–Kac formula
• File dynamics
• Filtration (mathematics)
• Finite-dimensional distribution
• Fokker–Planck equation
• Frequency of exceedance

G

• Galton–Watson process
• Gaussian free field
• Gaussian measure
• Gaussian noise
• Gaussian process
• GenI process
• Gibbs state

H

• Hierarchical Dirichlet process
• Hitting time

I

• Increasing process
• Information source (mathematics)
• Intensity of counting processes
• Ionescu-Tulcea theorem

J

• Jump diffusion
• Jump process

K

• Killed process
• Kinetic scheme
• Kolmogorov's inequality

L

• Large deviations of Gaussian random functions
• Law (stochastic processes)
• Law of the iterated logarithm
• Life-time of correlation
• Link-centric preferential attachment
• Local time (mathematics)
• Long-tail traffic
• Lorden's inequality

M

• Markov chain central limit theorem
• Martingale (probability theory)
• Moment closure
• Moran process

N

• Narrow escape problem
• Natural filtration
• Nuisance variable
• Numéraire

O

• Onsager–Machlup function
• Oscillator linewidth

P

• Pitman–Yor process
• Poisson boundary
• Polynomial chaos
• Predictable process
• Predictable stopping time
• Predictable σ-algebra
• Preferential attachment
• Pregaussian class
• Progressively measurable process

Q

• Quadratic variation
• Quasi-stationary distribution
• Queueing theory

R

• Random dynamical system
• Random measure
• Random walk
• Random walk hypothesis
• Recurrence period density entropy
• Regenerative process
• Resource-dependent branching process
• Risk of ruin
• Rough path
• Ruin theory
• Russo–Vallois integral

S

• Sample-continuous process
• Sazonov's theorem
• Schramm–Loewner evolution
• Spherical contact distribution function
• Spitzer's formula
• Stationary process
• Statistical fluctuations
• Stochastic cellular automaton
• Stochastic control
• Stochastic differential equation
• Stochastic dominance
• Stochastic geometry
• Stochastic homogenization
• Stochastic quantization
• Stochastic resonance
• Stochastic simulation
• Stopped process
• Stopping time
• Subordinator (mathematics)
• Supersymmetric theory of stochastic dynamics
• System size expansion

T

• Totally inaccessible stopping time
• Two-state trajectory

W

• Weakly dependent random variables

Z

• Zero-order process (statistics)

Σ

• Σ-Algebra of τ-past