Definition:Non-Stationary Stochastic Process

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A non-stationary stochastic process is a stochastic process which does not remain in equilibrium about a constant mean level.

That is, it is a stochastic process which is not a stationary stochastic process.

Also see


$1$: Introduction:
$1.2$ Stochastic and Deterministic Dynamic Mathematical Models:
$1.2.1$ Stationary and Nonstationary Stochastic Models for Forecasting and Control