Indicwiki: 1 revision imported from :alpha:Template:Stochastic_processes

2023-01-06T04:29:56Z

1 revision imported from alpha:Template:Stochastic_processes

← Older revision	Revision as of 09:59, 6 January 2023
(No difference)

Admin: 1 revision imported

2022-12-31T11:58:40Z

1 revision imported

← Older revision	Revision as of 17:28, 31 December 2022
(No difference)

alpha>Sandeep: Created page with "{{Navbox |name = Stochastic_processes |title = Stochastic processes | state = {{{state|autocollapse}}} | listclass = hlist | group1 = Discret..."

2022-12-26T10:10:30Z

Created page with "{{Navbox |name = Stochastic_processes |title = Stochastic processes | state = {{{state<includeonly>|autocollapse</includeonly>}}} | listclass = hlist | group1 = Discret..."

← Older revision	Revision as of 15:40, 26 December 2022
(No difference)

wikipedia>WikiCleanerMan at 02:38, 7 December 2022

2022-12-07T02:38:54Z

New page

{{Navbox
|name = Stochastic_processes
|title = [[Stochastic process]]es
| state = {{{state<includeonly>|autocollapse</includeonly>}}}
| listclass = hlist

| group1 = [[Discrete-time stochastic process|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 random walk|Loop-erased]]
** [[Self-avoiding walk|Self-avoiding]]
** [[Biased random walk on a graph | Biased]]
** [[Maximal Entropy Random Walk|Maximal entropy]]


| group2 = [[Continuous-time stochastic process|Continuous time]]
| list2 =

*[[Additive process]]
* [[Bessel process]]

* [[Birth–death process]]
** [[Birth process|pure birth]]
* [[Wiener process|Brownian motion]]
** [[Brownian bridge|Bridge]]
** [[Brownian excursion|Excursion]]
** [[Fractional Brownian motion|Fractional]]
** [[Geometric Brownian motion|Geometric]]
** [[Brownian meander|Meander]]
* [[Cauchy process]]
* [[Contact process (mathematics)|Contact process]]
* [[Continuous-time random walk]]
* [[Cox process]]
* [[Diffusion process]]
* [[Empirical process]]
* [[Feller process]]
* [[Fleming–Viot process]]
* [[Gamma process]]
* [[Geometric process]]
* [[Hawkes process]]
* [[Hunt process]]
* [[Interacting particle system]]s
* [[Itô diffusion]]
* [[Itô process]]

* [[Jump diffusion]]
* [[Jump process]]
* [[Lévy process]]
* [[Local time (mathematics)|Local time]]
* [[Markov additive process]]
* [[McKean–Vlasov process]]
* [[Ornstein–Uhlenbeck process]]
* [[Poisson point process|Poisson process]]
** [[Compound Poisson process|Compound]]
** [[Non-homogeneous Poisson process|Non-homogeneous]]
* [[Schramm–Loewner evolution]]
* [[Semimartingale]]
* [[Sigma-martingale]]
* [[Stable process]]
* [[Superprocess]]
* [[Telegraph process]]
* [[Variance gamma process]]
* [[Wiener process]]
* [[Wiener sausage]]


| group3 = Both
| list3 =
* [[Branching process]]
* [[Galves–Löcherbach model]]
* [[Gaussian process]]
* [[Hidden Markov model|Hidden Markov model (HMM)]]
* [[Markov process]]
* [[Martingale (probability theory)|Martingale]]
** [[Martingale difference sequence|Differences]]
** [[Local martingale|Local]]
** [[Submartingale|Sub-]]
** [[Supermartingale|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 theory|Percolation]]
* [[Pitman–Yor process]]
* [[Point process]]
** [[Point process#Cox point process|Cox]]
** [[Poisson point process|Poisson]]
* [[Random field]]
* [[Random graph]]


| group5 = [[Time series|Time series models]]
| list5 =
* [[Autoregressive conditional heteroskedasticity|Autoregressive conditional heteroskedasticity (ARCH) model]]
* [[Autoregressive integrated moving average|Autoregressive integrated moving average (ARIMA) model]]
* [[Autoregressive model|Autoregressive (AR) model]]
* [[Autoregressive–moving-average model|Autoregressive–moving-average (ARMA) model]]
* [[Autoregressive conditional heteroskedasticity|Generalized autoregressive conditional heteroskedasticity (GARCH) model]]
* [[Moving-average model|Moving-average (MA) model]]

| group6 = Financial models
| list6 =
* [[Binomial options pricing model]]
* [[Black–Derman–Toy model|Black–Derman–Toy]]
* [[Black–Karasinski model|Black–Karasinski]]
* [[Black–Scholes model|Black–Scholes]]
* [[Chan–Karolyi–Longstaff–Sanders process|Chan–Karolyi–Longstaff–Sanders (CKLS)]]
* [[Chen model|Chen]]
* [[Constant elasticity of variance model|Constant elasticity of variance (CEV)]]
* [[Cox–Ingersoll–Ross model|Cox–Ingersoll–Ross (CIR)]]

* [[Garman–Kohlhagen model|Garman–Kohlhagen]]
* [[Heath–Jarrow–Morton framework|Heath–Jarrow–Morton (HJM)]]
* [[Heston model|Heston]]
* [[Ho–Lee model|Ho–Lee]]
* [[Hull–White model|Hull–White]]
* [[LIBOR market model|LIBOR market]]
* [[Rendleman–Bartter model|Rendleman–Bartter]]
* [[SABR volatility model|SABR volatility]]
* [[Vasicek model|Vašíček]]
* [[Wilkie investment model|Wilkie]]

| group7 = [[Actuarial mathematics|Actuarial models]]
| list7 =
* [[Bühlmann model|Bühlmann]]

* [[Cramér–Lundberg model|Cramér–Lundberg]]
* [[Risk process]]
* [[Sparre–Anderson model|Sparre–Anderson]]

| group8 = [[Queueing model]]s
| list8 =
* [[Bulk queue|Bulk]]
* [[Fluid queue|Fluid]]
* [[G-network|Generalized queueing network]]
* [[M/G/1 queue|M/G/1]]
* [[M/M/1 queue|M/M/1]]
* [[M/M/c queue|M/M/c]]

| group9 = Properties
| list9 =
* [[Càdlàg|Càdlàg paths]]
* [[Continuous stochastic process|Continuous]]
* [[Sample-continuous process|Continuous paths]]
* [[Ergodicity|Ergodic]]
* [[Exchangeable random variables|Exchangeable]]
* [[Feller-continuous process|Feller-continuous]]
* [[Gauss–Markov process|Gauss–Markov]]
* [[Markov property|Markov]]
* [[Mixing (mathematics)|Mixing]]
* [[Piecewise deterministic Markov process|Piecewise deterministic]]
* [[Predictable process|Predictable]]
* [[Progressively measurable process|Progressively measurable]]
* [[Self-similar process|Self-similar]]
* [[Stationary process|Stationary]]
* [[Time reversibility|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|Law of large numbers (weak/strong)]]
* [[Law of the iterated logarithm]]
* [[Maximal ergodic theorem]]

* [[Sanov's theorem]]
* [[Zero–one law]]s ([[Blumenthal's zero–one law|Blumenthal]], [[Borel–Cantelli_lemma|Borel–Cantelli]], [[Engelbert–Schmidt zero–one law|Engelbert–Schmidt]], [[Hewitt–Savage zero–one law|Hewitt–Savage]], [[Kolmogorov's zero–one law| Kolmogorov]], [[Lévy's zero–one law|Lévy]])

| group11 = [[List of inequalities#Probability theory and statistics|Inequalities]]
| list11 =

* [[Burkholder–Davis–Gundy inequalities|Burkholder–Davis–Gundy]]
* [[Doob's martingale inequality|Doob's martingale]]
* [[Doob's upcrossing inequality|Doob's upcrossing]]

* [[Kunita–Watanabe inequality|Kunita–Watanabe]]

* [[Marcinkiewicz–Zygmund inequality|Marcinkiewicz–Zygmund]]

| 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 (probability theory)|Filtration]]
* [[Girsanov theorem]]
* [[Infinitesimal generator (stochastic processes)|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 (Wiener process)|Reflection principle]]
* [[Skorokhod integral]]
* [[Skorokhod's representation theorem]]
* [[Skorokhod space]]
* [[Snell envelope]]
* [[Stochastic differential equation]]
** [[Tanaka equation|Tanaka]]
* [[Stopping time]]
* [[Stratonovich integral]]
* [[Uniform integrability]]
* [[Usual hypotheses]]
* [[Wiener space]]
** [[Classical Wiener space|Classical]]
** [[Abstract Wiener space|Abstract]]

| group13 = Disciplines
| list13 =
* [[Actuarial mathematics]]
* [[Stochastic control|Control theory]]
* [[Econometrics]]
* [[Ergodic theory]]
* [[Extreme value 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 =
* [[List of stochastic processes topics|List of topics]]
* [[:Category:Stochastic processes|Category]]

}}<noinclude>
{{documentation}}
</noinclude>

Template:Stochastic processes - Revision history

Indicwiki: 1 revision imported from :alpha:Template:Stochastic_processes

Admin: 1 revision imported

alpha>Sandeep: Created page with "{{Navbox |name = Stochastic_processes |title = Stochastic processes | state = {{{state|autocollapse}}} | listclass = hlist | group1 = Discret..."

wikipedia>WikiCleanerMan at 02:38, 7 December 2022