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Stochastic processes front page
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[QUICK DESCRIPTION] A discrete stochastic process is simply a sequence of random variables. For the process to be interesting, these variables should depend on each other in interesting ways: for example, $X_0,X_1,X_2,\dots$ could be a stochastic process where $X_n$ is the position of a random walk after $n$ steps. A continuous stochastic process is a set of random variables indexed by real numbers instead of integers: the most famous example is Brownian motion. This article contains links to articles about proofs of facts about stochastic processes and proofs that use stochastic processes. [PREREQUISITES] A knowledge of the basics of probability theory. ===The articles=== ====Discrete processes==== [[How to use martingales]] ====Continuous processes==== [[Brownian motion front page]]
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