Template:Stochastic processes
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|name = Stochastic processes
|title = Stochastic processes
| state = {{{state
| listclass = hlist
| group1 = Discrete time
| list1 =
- Bernoulli process
- Branching process
- Chinese restaurant process
- Galton–Watson process
- Independent and identically distributed random variables
- Markov chain
- Moran process
- Random walk
- Loop-erased
- Self-avoiding
- Biased
- Maximal entropy
| group2 = Continuous time
| list2 =
- Birth–death process
- pure birth
- Brownian motion
- Bridge
- Excursion
- Fractional
- Geometric
- Meander
- Cauchy process
- Contact process
- Continuous-time random walk
- Cox process
- Diffusion process
- Dyson Brownian motion
- Empirical process
- Feller process
- Fleming–Viot process
- Gamma process
- Geometric process
- Hawkes process
- Hunt process
- Interacting particle systems
- Itô diffusion
- Itô process
- Jump diffusion
- Jump process
- Lévy process
- Local time
- Markov additive process
- McKean–Vlasov process
- Ornstein–Uhlenbeck process
- Poisson process
- Compound
- Non-homogeneous
- Quasimartingale
- Schramm–Loewner evolution
- Semimartingale
- Sigma-martingale
- Stable process
- Superprocess
- Telegraph process
- Variance gamma process
- Wiener process
- Wiener sausage
| group3 = Both
| list3 =
- Branching process
- Gaussian process
- Hidden Markov model (HMM)
- Markov process
- Martingale
- Differences
- Local
- Sub-
- Super-
- Random dynamical system
- Regenerative process
- Renewal process
- Stochastic chains with memory of variable length
- White noise
| group4 = Fields and other
| list4 =
- Dirichlet process
- Gaussian random field
- Gibbs measure
- Hopfield model
- Ising model
- Potts model
- Boolean network
- Markov random field
- Percolation
- Pitman–Yor process
- Point process
- Cox
- Poisson
- Random field
- Random graph
| group5 = Time series models
| list5 =
- Autoregressive conditional heteroskedasticity (ARCH) model
- Autoregressive integrated moving average (ARIMA) model
- Autoregressive (AR) model
- Autoregressive–moving-average (ARMA) model
- Generalized autoregressive conditional heteroskedasticity (GARCH) model
- Moving-average (MA) model
| group6 = Financial models
| list6 =
- Binomial options pricing model
- Black–Derman–Toy
- Black–Karasinski
- Black–Scholes
- Chan–Karolyi–Longstaff–Sanders (CKLS)
- Chen
- Constant elasticity of variance (CEV)
- Cox–Ingersoll–Ross (CIR)
- Garman–Kohlhagen
- Heath–Jarrow–Morton (HJM)
- Heston
- Ho–Lee
- Hull–White
- Korn-Kreer-Lenssen
- LIBOR market
- Rendleman–Bartter
- SABR volatility
- Vašíček
- Wilkie
| group7 = Actuarial models
| list7 =
| group8 = Queueing models
| list8 =
| group9 = Properties
| list9 =
- Càdlàg paths
- Continuous
- Continuous paths
- Ergodic
- Exchangeable
- Feller-continuous
- Gauss–Markov
- Markov
- Mixing
- Piecewise-deterministic
- Predictable
- Progressively measurable
- Self-similar
- Stationary
- Time-reversible
| group10 = Limit theorems
| list10 =
- Central limit theorem
- Donsker's theorem
- Doob's martingale convergence theorems
- Ergodic theorem
- Fisher–Tippett–Gnedenko theorem
- Large deviation principle
- Law of large numbers (weak/strong)
- Law of the iterated logarithm
- Maximal ergodic theorem
- Sanov's theorem
- Zero–one laws (Blumenthal, Borel–Cantelli, Engelbert–Schmidt, Hewitt–Savage, Kolmogorov, Lévy)
| group11 = Inequalities
| list11 =
| group12 = Tools
| list12 =
- Cameron–Martin formula
- Convergence of random variables
- Doléans-Dade exponential
- Doob decomposition theorem
- Doob–Meyer decomposition theorem
- Doob's optional stopping theorem
- Dynkin's formula
- Feynman–Kac formula
- Filtration
- Girsanov theorem
- Infinitesimal generator
- Itô integral
- Itô's lemma
- Karhunen–Loève theorem
- Kolmogorov continuity theorem
- Kolmogorov extension theorem
- Lévy–Prokhorov metric
- Malliavin calculus
- Martingale representation theorem
- Optional stopping theorem
- Prokhorov's theorem
- Quadratic variation
- Reflection principle
- Skorokhod integral
- Skorokhod's representation theorem
- Skorokhod space
- Snell envelope
- Stochastic differential equation
- Tanaka
- Stopping time
- Stratonovich integral
- Uniform integrability
- Usual hypotheses
- Wiener space
- Classical
- Abstract
| group13 = Disciplines
| list13 =
- Actuarial mathematics
- Control theory
- Econometrics
- Ergodic theory
- Extreme value theory (EVT)
- Large deviations theory
- Mathematical finance
- Mathematical statistics
- Probability theory
- Queueing theory
- Renewal theory
- Ruin theory
- Signal processing
- Statistics
- Stochastic analysis
- Time series analysis
- Machine learning
| belowclass = hlist
| below =
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