Stochastic process
Definition taught in Stochastic processes, part of Stochastic processes
Stochastic process
| Type | Definition |
| Taught in | Stochastic processes |
| Part | Stochastic processes |
A stochastic process on a probability space (\Omega,\mathcal{F},\mathrm{P}), with state space S and index set T, is a family \{X_t:t\in T\} of S-valued random variables. If T=\{0,1,2,\ldots\}, time is discrete. If T=[0,\infty), time is continuous.
Used in
- Taught in Stochastic processes, where the derivation and examples are.
- All 2 questions on Stochastic processes