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In this chapter, the basic concepts of stochastic processes are discussed. Further, the properties and some standard stochastic processes are also presented. The classification of stochastic processes are provided along with the fundamental properties such as independent increments, stationarity, memorylessness and martingale. Additionally, some of the very important processes such as Poisson process, Gaussian process, and Brownian process are discussed.

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Introduction to Stochastic Processes

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  • 发表日期：

    2025年

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  • Dharmaraja Selvamuthu

摘要

In this chapter, the basic concepts of stochastic processes are discussed. Further, the properties and some standard stochastic processes are also presented. The classification of stochastic processes are provided along with the fundamental properties such as independent increments, stationarity, memorylessness and martingale. Additionally, some of the very important processes such as Poisson process, Gaussian process, and Brownian process are discussed.