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Line 3: A more restricted class of processes are the [[continuous stochastic process]]es; here the term often (but not always<ref name=D>Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', OUP. {{ISBN\|0-19-920613-9}} (Entry for "continuous process")</ref>) implies both that the index variable is continuous and that sample paths of the process are continuous. Given the possible confusion, caution is needed.<ref name=D/> Continuous-time stochastic processes that are constructed from discrete-time processes via a waiting time distribution are called [[continuous-time random walk]]s.<ref>{{cite book\|last1=Paul\|first1=Wolfgang\|last2=Baschnagel\|first2=Jörg\|title=Stochastic Processes: From Physics to Finance\|url=https://books.google.com/books?id=OWANAAAAQBAJ&pg=PA72\|accessdate=20 June 2022\|date=2013-07-11\|publisher=Springer Science & Business Media\|isbn=9783319003276\|pages=72–74}}</ref> ==Examples==

Continuous-time stochastic process: Difference between revisions