In a short definition, a **stochastic process** is a process which depends random variables. It has two types of definition in probability science; “*a process or serial events which gives random variables as an ouput” * or “a process which can be define by a probability distribution”. As it can be seen clearly, it is related with probability science. *Bernoulli process, Random Walk, Wiener process, and Poison process *can be given as an example to stochastic processes. Therefore, a basic probability knowledge is required to understand stochastic processes.

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