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< 58-XX | Up | 62-XX >
60-XX Probability theory and stochastic processes {For additional applications, see 05Cxx, 11Kxx, 34-XX, 35-XX, 62-XX, 76-XX, 81-XX, 82-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX}
60-00   General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to probability theory
60-01   Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60-02   Research exposition (monographs, survey articles) pertaining to probability theory
60-03   History of probability theory [Consider also classification numbers from Section 01-XX]
60-04   Software, source code, etc. for problems pertaining to probability theory
60-06   Proceedings, conferences, collections, etc. pertaining to probability theory
60-08   Computational methods for problems pertaining to probability theory
60-11   Research data for problems pertaining to probability theory
60A05   Axioms; other general questions in probability
60A10   Probabilistic measure theory {For ergodic theory, see 28Dxx, 60Fxx}
60A86   Fuzzy probability
60A99   None of the above, but in this section
60B05   Probability measures on topological spaces
60B10   Convergence of probability measures
60B11   Probability theory on linear topological spaces [See also 28C20]
60B12   Limit theorems for vector-valued random variables (infinite-dimensional case)
60B15   Probability measures on groups or semigroups, Fourier transforms, factorization
60B20   Random matrices (probabilistic aspects) {For algebraic aspects, see 15B52}
60B99   None of the above, but in this section
60C05   Combinatorial probability
60C99   None of the above, but in this section
60D05   Geometric probability and stochastic geometry [See also 52A22, 53C65]
60D99   None of the above, but in this section
60E05   Probability distributions: general theory
60E07   Infinitely divisible distributions; stable distributions
60E10   Characteristic functions; other transforms
60E15   Inequalities; stochastic orderings
60E99   None of the above, but in this section
60F05   Central limit and other weak theorems
60F10   Large deviations
60F15   Strong limit theorems
60F17   Functional limit theorems; invariance principles
60F20   Zero-one laws
60F25   $L^p$-limit theorems
60F99   None of the above, but in this section
60G05   Foundations of stochastic processes
60G07   General theory of stochastic processes
60G09   Exchangeability for stochastic processes
60G10   Stationary stochastic processes
60G12   General second-order stochastic processes
60G15   Gaussian processes
60G17   Sample path properties
60G18   Self-similar stochastic processes
60G20   Generalized stochastic processes
60G22   Fractional processes, including fractional Brownian motion
60G25   Prediction theory (aspects of stochastic processes) [See also 62M20]
60G30   Continuity and singularity of induced measures
60G35   Signal detection and filtering (aspects of stochastic processes) [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 stochastic processes
60G53   Feller processes
60G55   Point processes (e.g., Poisson, Cox, Hawkes processes)
60G57   Random measures
60G60   Random fields
60G65   Nonlinear processes (e.g., $G$-Brownian motion, $G$-Lévy processes)
60G70   Extreme value theory; extremal stochastic processes
60G99   None of the above, but in this section
60H05   Stochastic integrals
60H07   Stochastic calculus of variations and the Malliavin calculus
60H10   Stochastic ordinary differential equations (aspects of stochastic analysis) [See also 34F05]
60H15   Stochastic partial differential equations (aspects of stochastic analysis) [See also 35R60]
60H17   Singular stochastic partial differential equations
60H20   Stochastic integral equations
60H25   Random operators and equations (aspects of stochastic analysis) [See also 47B80]
60H30   Applications of stochastic analysis (to PDEs, etc.)
60H35   Computational methods for stochastic equations (aspects of stochastic analysis) [See also 65C30]
60H40   White noise theory
60H50   Regularization by noise
60H99   None of the above, but in this section
60J05   Discrete-time Markov processes on general state spaces
60J10   Markov chains (discrete-time Markov processes on discrete state spaces)
60J20   Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [See also 90B30, 91D10, 91E40]
60J22   Computational methods in Markov chains [See also 65C40]
60J25   Continuous-time Markov processes on general state spaces
60J27   Continuous-time Markov processes on discrete state spaces
60J28   Applications of continuous-time Markov processes on discrete state spaces
60J35   Transition functions, generators and resolvents [See also 47D03, 47D07]
60J40   Right processes
60J45   Probabilistic potential theory [See also 31Cxx, 31D05]
60J46   Dirichlet form methods in Markov processes
60J50   Boundary theory for Markov processes
60J55   Local time and additive functionals
60J57   Multiplicative functionals and Markov processes
60J60   Diffusion processes [See also 58J65]
60J65   Brownian motion [See also 58J65]
60J67   Stochastic (Schramm-)Loewner evolution (SLE)
60J68   Superprocesses
60J70   Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [See also 92Dxx]
60J74   Jump processes on discrete state spaces
60J76   Jump processes on general state spaces
60J80   Branching processes (Galton-Watson, birth-and-death, etc.)
60J85   Applications of branching processes [See also 92Dxx]
60J90   Coalescent processes
60J95   Applications of coalescent processes [See also 92Dxx]
60J99   None of the above, but in this section
60K05   Renewal theory
60K10   Applications of renewal theory (reliability, demand theory, etc.)
60K15   Markov renewal processes, semi-Markov processes
60K20   Applications of Markov renewal processes (reliability, queueing networks, etc.) [See also 90Bxx]
60K25   Queueing theory (aspects of probability theory) [See also 68M20, 90B22]
60K30   Applications of queueing theory (congestion, allocation, storage, traffic, etc.) [See also 90Bxx]
60K35   Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43]
60K37   Processes in random environments
60K40   Other physical applications of random processes
60K50   Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) [See also 60G22, 60G55, 60J74, 60J76] {For applications to physics and the sciences, see 76-XX, 82Cxx, 92-XX}
60K99   None of the above, but in this section
60L10   Signatures and data streams
60L20   Rough paths
60L30   Regularity structures
60L40   Paracontrolled distributions and alternative approaches
60L50   Rough partial differential equations
60L70   Algebraic structures and computation
60L90   Applications of rough analysis
60L99   None of the above, but in this section
< 58-XX | Up | 62-XX >
 
 
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