07-stochastic-processes.Rmd

# Stochastic processes

## Learning Objectives {-#objectives-stochastic-processes}

1. Define in general terms a stochastic process and in particular a counting process.
2. Classify a stochastic process.
3. Describe possible applications of mixed processes.
4. Explain what is meant by the Markov property in the context of a stochastic process and in terms of filtrations.

## Theory {-#theory-stochastic-processes}

**TO ADD THEORY ABOUT STOCHASTIC PROCESSES HERE**

## Defining stochastic process

### Defining a counting process

## Classifying stochastic processes

### Time basis

Continous or discrete time

### State space

Continous or discrete state space

### Mixed type stochastic process

## Applications of mixed processes

## `R` Practice {-#practice-stochastic-processes}

**TO ADD R EXAMPLE ABOUT STOCHASTIC PROCESSES HERE**