We have several tags named (stochastic-blah), what are the differences between:

I have a feeling that there are certain degrees of overlaps here, and while I can see some differences, do we really need all four of the tags? Before we decide, it would be nice to know what each of the four tags are supposed to mean.

  • 4
    $\begingroup$ Very roughly speaking, I would say $\text{stochastic integrals } \subset \text{stochastic-calculus } \subset \text{stochastic processes } \subset \text{stochastic analysis}$. But, I'm sure others may find that overly crude. I would be most in favor of merging stochastic-integrals with stochastic-calculus with the other two left alone. $\endgroup$ – cardinal Mar 13 '12 at 13:08
  • $\begingroup$ I think that the tagging is a stochastic process... you should post a question about it on the main site and tag it under [random]! :-) $\endgroup$ – Asaf Karagila Mar 13 '12 at 15:12
  • 4
    $\begingroup$ stochastic-processes is definitely a broader category than the rest; for example, finite state Markov chains are a very commonly encountered class of stochastic processes, but have little to do with stochastic analysis or integrals. The only one I'm not quite sure about is stochastic analysis -- Wikipedia seems to consider it a synonym for stochastic calculus. $\endgroup$ – Ilmari Karonen Mar 14 '12 at 2:51
  • 2
    $\begingroup$ Stochastic Calculus = Mathematical Finance = \$\$ while Stochastic Analysis = Analyis = sadface $\endgroup$ – user16299 Mar 15 '12 at 0:37
  • 1
    $\begingroup$ I came across the same issue recently. Shall we merge stochastic-integrals into stochastic-calculus and stochastic-analysis into stochastic-processes? I would say, that former joint tag would focus on the theory and practical examples of Ito integration w.r.t. general semimartingales and related issues, whereas the latter tag will be the general one for stochastic processes which includes e.g. markov-chains and markov-processes. Btw, since we don't have much of Markov stuff, perhaps we shall also merge the latter two together. $\endgroup$ – Ilya Jun 7 '13 at 8:46

You must log in to answer this question.

Browse other questions tagged .