ABSTRACT
A stochastic process https://www.w3.org/1998/Math/MathML"> { X ( t ) , t ∈ T } https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781003244288/8c5c6297-2bd0-45d8-9e10-5d5f4b8a1dac/content/math1_1.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/> is a collection of random variables indexed by a parameter t that belongs to a set T. The parameter t is often referred to as time, and the value https://www.w3.org/1998/Math/MathML"> X ( t ) https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781003244288/8c5c6297-2bd0-45d8-9e10-5d5f4b8a1dac/content/math1_2.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/> is the state of the process at time t. The set T is called the index set of the process.
