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Used to model systems that transition from one state to another, where the next state only depends on the current state.

Models random continuous movement, often used to simulate particle paths or stock market fluctuations.

Describes events occurring independently over time at a constant average rate, often used in queuing theory.

A special case of Brownian motion, representing continuous-time random walks with Gaussian increments.

Models mean-reverting behavior suitable for temperature variation or interest rates.

A sequential process where the next value is a random step from the current one, related to diffusion phenomena.

A random walk with steps of varying sizes, often heavy-tailed, used to model foraging patterns and stock market movements.

Used for probabilistic modeling in machine learning for making predictions about complex, non-linear systems.

Combines Gaussian diffusion with Poisson jumps, suitable for option pricing and financial modeling with discontinuities.