Stochastic processes and fields

Probabilistic structures over index sets and state spaces

2014-08-05 — 2017-06-15

Wherein a compendium of stochastic processes is presented, and attention is directed to martingales and Brownian motion as guiding examples, with links to proofs and explanatory essays provided.

probability
stochastic processes
time series

I might put some content here, when time permits, with particular reference to specific concepts I use.

1 Great explainers of stochastic processes