Stochastic Processes

Stochastic processes are the formal representation of real systems whose evolution in time or space can be assumed as random. This contribution summarizes the necessary mathematical background material on the topic, including terminology and notation. It also illustrates the Markov property (or "lack of memory") of stochastic processes and shows examples of the main Markov processes, that are particularly relevant in applications. Indications are also given on the techniques for the numerical investigation of such processes. Extensive references for both advanced theory and biological/biochemical applications are provided.