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Mathematical Sciences Classification System

60Gxx - Stochastic processes

• 12
  60G05
  Foundations of stochastic processes
• 60G07
  General theory of processes
• 4
  60G09
  Exchangeability
• 22
  60G10
  Stationary processes
• 3
  60G12
  General second-order processes
• 36
  60G15
  Gaussian processes
• 10
  60G17
  Sample path properties
• 11
  60G18
  Self-similar processes
• 3
  60G20
  Generalized stochastic processes
• 15
  60G22
  Fractional processes, including fractional Brownian motion
• 4
  60G25
  Prediction theory [See also 62M20]
• 1
  60G30
  Continuity and singularity of induced measures
• 27
  60G35
  Signal detection and filtering [See also 62M20, 93E10, 93E11, 94Axx]
• 26
  60G40
  Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60]
• 29
  60G42
  Martingales with discrete parameter
• 57
  60G44
  Martingales with continuous parameter
• 8
  60G46
  Martingales and classical analysis
• 17
  60G48
  Generalizations of martingales
• 55
  60G50
  Sums of independent random variables; random walks
• 59
  60G51
  Processes with independent increments; Lévy processes
• 14
  60G52
  Stable processes
• 40
  60G55
  Point processes
• 30
  60G57
  Random measures
• 37
  60G60
  Random fields
• 20
  60G70
  Extreme value theory; extremal processes
• 1
  60G99
  None of the above, but in this section