60Gxx Stochastic processes
- 60G05 Foundations of stochastic processes
- 60G07 General theory of processes
- 60G09 Exchangeability
- 60G10 Stationary processes
- 60G12 General second-order processes
-
60G15 Gaussian processes
(2)
- 60G17 Sample path properties
- 60G18 Self-similar 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