stochastic process

A stochastic process is a collection of random variables indexed by time or space that describes the evolution of a system subject to inherent randomness.

Observed surface forms (2)

• Gaussian process ×1
• mean-reverting process ×1

Instances (5)

• Brownian motion
• Ornstein–Uhlenbeck process
• Markov processes
  surface form: Markov process
• Itô processes
  surface form: Itô process
• Kac walk