| 60-XX |
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Probability theory and stochastic processes For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX |
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60Gxx |
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Stochastic processes |
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60G05 |
Foundations of stochastic processes |
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60G07 |
General theory of processes |
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60G09 |
Exchangeability |
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60G10 |
Stationary processes |
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60G12 |
General second-order processes |
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60G15 |
Gaussian processes |
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60G17 |
Sample path properties |
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60G18 |
Self-similar processes |
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60G20 |
Generalized stochastic processes |
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60G22 |
Fractional processes, including fractional Brownian motion |
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60G25 |
Prediction theory [See also 62M20] |
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60G30 |
Continuity and singularity of induced measures |
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60G35 |
Signal detection and filtering [See also 62M20, 93E10, 93E11, 94Axx] |
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60G40 |
Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60] |
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60G42 |
Martingales with discrete parameter |
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60G44 |
Martingales with continuous parameter |
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60G46 |
Martingales and classical analysis |
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60G48 |
Generalizations of martingales |
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60G50 |
Sums of independent random variables; random walks |
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60G51 |
Processes with independent increments; Lévy processes |
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60G52 |
Stable processes |
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60G55 |
Point processes |
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60G57 |
Random measures |
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60G60 |
Random fields |
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60G70 |
Extreme value theory; extremal processes |
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60G99 |
None of the above, but in this section |
