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Stochastic processStochastic differential equationDiscrete-time markov chainBranching processStochastic simulationMartingaleAutocovarianceEmpirical processStochastic volatilityStochastic driftStochastic calculusRandom variableMarkov chainStopped processCross-covariancePredictabilityStationary ergodic processPrediction intervalDetrended fluctuation analysisConditional probabilityPosterior predictive distributionEntropy rateRegular conditional probabilityProbability distributionAlgorithmic probabilityLinear predictionBranching random walkDeterminantal point processConditional varianceMarkov modelMarkov decision processProbability mass functionQuadratic variationEmpirical measureHitting timeCharacteristic functionDiffusion processStochasticStopping timeAsymptotic equipartition propertyStochastic controlDoob decomposition theoremLocal martingaleReflection principleStochastic programmingExponential distributionCox processCausal systemStationary processProbability measureProbability spaceStochastic matrixMarkov propertyErgodic processRandom dynamical systemDoob's martingale inequalityGirsanov theoremGaussian processForecast errorProbability-generating functionContinuous-time markov chainEstimation theoryAutoregressive modelPoisson point processLikelihood functionConditional entropyProbabilityQuantities of informationApproximate entropyBayes' theoremSelf-similar processAdditive processCyclostationary processTime derivativeLaw of total probabilityPartial autocorrelation functionSecond moment methodStatistical inferenceHyperexponential distributionStochastic discount factorPoisson distributionStationary phase approximationMarkov chain mixing timeStabilityRate functionDynamical systemPredictive modellingMarginal distributionSampling distributionGoverning equationQuantum statePresent valueLog-normal distributionEventAsymptotic analysisCoverage probabilityDiscrete-time fourier transformPropagation of uncertaintyRandom variateDelay differential equation