This notebook is a basic introduction into Stochastic Processes. It is meant for the general reader that is not very math savvy, like the course participants in the Math Concepts for Developers in SoftUni.

There is a basic definition. Some examples of the most popular types of processes like Random Walk, Brownian Motion or Weiner Process, Poisson Process and Markov chains have been given. Their basic characteristics and examples for some possible applications are stated. For all the examples there are simulations in Python, some are visualized.

The following packages have been used:

nympy

matplotlib.pyplot

random

scipy.stats

itertools

matplotlib.patches