Risk glossary


Stochastic process

A stochastic process is one that can be described by the evolution of some random variable over some parameter such as time. One example is geometric Brownian motion, which is commonly used to describe the movements of asset prices.

* see also Wiener Process

  • LinkedIn  
  • Save this article
  • Print this page  

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: