I might put some content here, when time permits, with particular reference to specific classes of processes I use.
- Gaussian processes
- branching processes
- Lévy processes
- Gamma processes
- mixing time characterisations
For now, see my other stochastic process notes.
Great explainers of stochastic processes
- Cosma Shalizi and Aryeh Kontorovich: Almost None of the Theory of Stochastic Processes
- Terry Tao as usual explains beautifully and unconventionally e.g. on Brownian motion
- George Lowther has blog full of nice tricks and painstaking explanation of ‘em, e.g. Properties of the stochastic integral
- Domonic Yeo has a great explanatory style e.g. Properties of the stochastic integral