\chapter{Stochastic processes}
- Stochastic process
- Trajectory
- Increment
- Independent increments
- Gaussian process
- Gaussian process
- Wiener process
- Markov process
- Discrete time Markov process (DTMP)
- Continuous time Markov process (CTMP)
- Kolmogorov's criterion
- Transition probability
- Initial distribution
- Stationary distribution
- Homogeneous Markov process
- Birth death process
- Soujourn times
- Poisson process
- Compound Poisson process
- AR process
- MA process
- ARMA process
- Lag operator
- Lag polynomial

\section{Itō integral}
- Diffusion process
- Drift coefficient
- Kolmogorov equation
- Itō integral
- Itō's lemma
- Cadlag function
- Weakly stationary
- Stationary
- Martingale process
- Upcrossings lemma
- Stationary process
- Transition density function
- Chapman-Kolmogorov equation
- Generator matrix


\section{Stochastic differential equations (SDE)}

The Itō integral brings into existence the theory of stochastic integral equations.
