60Gxx

| Prev: 60F | Up: 60 | Next: 60H |

Stochastic processes

60G05 Foundations of stochastic processes
60G07 General theory of processes
60G09 Exchangeability
60G10 Stationary processes
60G12 General second-order processes
60G15 Gaussian processes
60G17 Sample path properties
60G18 Self-similar processes
60G20 Generalized stochastic processes
60G25 Prediction theory [See also 62M20]
60G30 Continuity and singularity of induced measures
60G35 Applications (signal detection, filtering, etc.) [See also 62M20, 93E10, 93E11, 94Axx]
60G40 Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60]
60G42 Martingales with discrete parameter
60G44 Martingales with continuous parameter
60G46 Martingales and classical analysis
60G48 Generalizations of martingales
60G50 Sums of independent random variables; random walks
60G51 Processes with independent increments
60G52 Stable processes
60G55 Point processes
60G57 Random measures
60G60 Random fields
60G70 Extreme value theory; extremal processes
60G99 None of the above, but in this section