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Stochastic processStochastic volatilityStochastic simulationStochastic calculusDiffusion processStochastic differential equationEmpirical processBranching processStochasticStationary ergodic processRandom variableGirsanov theoremLaw of the iterated logarithmBranching random walkMarkov modelEntropy rateStandard deviationCovariancePredictable processStochastic matrixRandom dynamical systemConditional varianceGeometric brownian motionQuadratic variationRandom measureThermal fluctuationsDrift velocityRandom effects modelStochastic quantum mechanicsDiscrete-time markov chainGeometric standard deviationMonte carlo integrationMarkov propertyRatio estimatorMarkov decision processProbability distributionRandom walkCompound poisson processLog-normal distributionAsymptotic equipartition propertyGenetic driftDifferential calculusRadioactive decayRegular conditional probabilityStochastic geometryRandom treeProbability currentEmpirical measureGaussian random fieldStochastic optimizationAutocovarianceChi distributionPropagation of uncertaintyEstimation theoryLogistic distributionLarge deviations theoryJump diffusionMedian absolute deviationRayleigh distributionAdditive processIndependenceDeterminantal point processDetrended fluctuation analysisSkewnessMixed poisson distributionSampling distributionExponential distributionMotionProbability mass functionRandom matrixMarginal distributionPoisson point processRate functionAnomalous diffusionForecast errorStochastic discount factorRandom graphStationary phase approximationStopped processContinuity correctionProbability theorySelf-similar processErgodic processContinuous-time random walkEntropyMarkov chainStandard errorExplained variationTime derivativeCoefficient of variationRandom variateBalance equationMartingaleStationary processStochastic orderingStatistical inferenceFree probabilityFeller processCalculus of variationsPosterior predictive distribution