Hi, to start working on the Monte Carlo engine (see MATH-463) I would like to break this thing up in multiple pieces. One thing that could be added independently is the concept of a stochastic process (e.g. Wiener, BrownianMotion, ...).
The code in the contribution is already a pretty good start, but the question would be where to put it. We do not yet have a stochastic base package, and random is also not such a good fit imho. I see various options: - random.process: well it models a random process ... - stochastic.process: downside of adding another top-level package - stat.process: well, statistics is a sub-group of stochastic so it would not be perfect What do you think? Thomas
