A stochastic process is a collection of random variables usually indexed by a totally ordered set.
Most commonly studied classes of stochastic processes (if the indexed set is $\mathbb{R}^+$) encompasses processes that are diffusions, Markov, (sub-)(super-)martingales, Feller, but also semimartingales, Gaussian ...
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14 years, 3 months ago by Louigi Addario-Berry |
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