Mathematical Sciences Classification System
60Gxx - Stochastic processes
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60G05Foundations of stochastic processes
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60G07General theory of processes
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60G09Exchangeability
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60G10Stationary processes
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60G12General second-order processes
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60G15Gaussian processes
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60G17Sample path properties
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60G18Self-similar processes
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60G20Generalized stochastic processes
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60G22Fractional processes, including fractional Brownian motion
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60G25Prediction theory [See also 62M20]
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60G30Continuity and singularity of induced measures
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60G35
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60G40
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60G42Martingales with discrete parameter
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60G44Martingales with continuous parameter
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60G46Martingales and classical analysis
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60G48Generalizations of martingales
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60G50Sums of independent random variables; random walks
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60G51Processes with independent increments; Lévy processes
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60G52Stable processes
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60G55Point processes
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60G57Random measures
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60G60Random fields
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60G70Extreme value theory; extremal processes
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60G99None of the above, but in this section