xbeta
Stochastic process

A stochastic process is a sequence of random variables? $\{X_t:t\in T\}$ indexed by a set $T$ on some probability space $(\Omega ,ℱ,P)$ with state space $X$.

• Brownian motion
• Lévy process?
• Martingale
• Markov chain?
• Ornstein-Uhlenbeck process
• Poisson process?