Continuous-Time and Continuous-State Processes 

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X procs1 = {WienerProcess[1, .5], GeometricBrownianMotionProcess[0, .1, 2], BrownianBridgeProcess[0.1, {0, 0}, {10, 2}], OrnsteinUhlenbeckProcess[0, .1, .3], CoxIngersollRossProcess[.3, .5, 1, 2], FractionalBrownianMotionProcess[.3], ItoProcess[\[DifferentialD]x[t] == -x[t] \[DifferentialD]t + 0.5 Sqrt[1 + x[t]^2] \[DifferentialD]w[t], x[t], {x, 1}, t, w \[Distributed] WienerProcess[]], StratonovichProcess[\[DifferentialD]x[ t] == -x[t] \[DifferentialD]t + 0.5 Sqrt[1 + x[t]^2] \[DifferentialD]w[t], x[t], {x, 1}, t, w \[Distributed] WienerProcess[]]}; procs2 = {CompoundPoissonProcess[.8, NormalDistribution[]], CompoundRenewalProcess[GammaDistribution[2, 1.7], NormalDistribution[]]};

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X data1 = RandomFunction[#, {0, 10, 0.1}] & /@ procs1; data2 = RandomFunction[#, {0, 10}] & /@ procs2;

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X plots1 = Table[ ListLinePlot[data1[[i]], PlotLabel -> Head[procs1[[i]]], Filling -> Axis, PlotRange -> All, Ticks -> None, FillingStyle -> Directive[Opacity[0.5], RandomChoice[ColorData[45, "ColorList"]]]], {i, Length[procs1]}]; plots2 = Table[ ListLinePlot[data2[[i]], PlotLabel -> Head[procs2[[i]]], Filling -> Axis, PlotRange -> All, InterpolationOrder -> 0, Ticks -> None, FillingStyle -> Directive[Opacity[0.5], RandomChoice[ColorData[45, "ColorList"]]]], {i, Length[procs2]}]; plots = Join[plots1, plots2]

Continuous-time and continuous-state processes.

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