60XX 


Probability theory and stochastic processes {For additional applications, see 11Kxx, 62XX, 90XX, 91XX, 92XX, 93XX, 94XX} 

60Gxx 

Stochastic processes 


60G05 
Foundations of stochastic processes 


60G07 
General theory of processes 


60G09 
Exchangeability 


60G10 
Stationary processes 


60G12 
General secondorder processes 


60G15 
Gaussian processes 


60G17 
Sample path properties 


60G18 
Selfsimilar processes 


60G20 
Generalized stochastic processes 


60G22 
Fractional processes, including fractional Brownian motion 


60G25 
Prediction theory [See also 62M20] 


60G30 
Continuity and singularity of induced measures 


60G35 
Signal detection and filtering [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; Lévy processes 


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 