60Gxx

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60Gxx Stochastic processes {Info & Stats}

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• 60G05 Foundations of stochastic processes
• 60G07 General theory of processes
• 60G09 Exchangeability
• 60G10 Stationary processes
• 60G12 General second-order processes
• 60G15 Gaussian processes
• 60G17 Sample path properties
• 60G18 Self-similar processes
• 60G20 Generalized stochastic processes
• 60G22 Fractional processes, including fractional Brownian motion
• 60G25 Prediction theory [See also 62M20]
• 60G30 Continuity and singularity of induced measures
• 60G35 Applications (sSignal detection, and filtering, etc.) [See also 62M20, 93E10, 93E11, 94Axx]
• 60G40 Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60]
• 60G42 Martingales with discrete parameter
• 60G44 Martingales with continuous parameter
• 60G46 Martingales and classical analysis
• 60G48 Generalizations of martingales
• 60G50 Sums of independent random variables; random walks
• 60G51 Processes with independent increments; L\'evy processes
• 60G52 Stable processes
• 60G55 Point processes
• 60G57 Random measures
• 60G60 Random fields
• 60G70 Extreme value theory; extremal processes
• 60G99 None of the above, but in this section