# stochastic-processes

- Author: Develata
- Repository: Develata/Deve-Skills
- Version: 20260129203735
- Stars: 0
- Forks: 0
- Last Updated: 2026-02-06
- Source: https://github.com/Develata/Deve-Skills
- Web: https://mule.run/skillshub/@@Develata/Deve-Skills~stochastic-processes:20260129203735

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# Stochastic Processes

**Path**: `math-researcher-teacher/domains/stochastics/stochastic-processes/`

## 🔬 Core Capabilities

*   **Markov Chains**: Discrete/Continuous time, transition matrices, stationary distributions.
*   **Brownian Motion**: Wiener process, diffusion, stochastic calculus (Itô).
*   **Martingales**: Doob's inequality, convergence theorems.
*   **Poisson Processes**: Queuing theory basics.

## 💻 Tools
*   **NumPy**: Monte Carlo simulation of sample paths (e.g., random walks).
*   **Linear Algebra**: Solving for stationary distributions of Markov Chains.