MATH
Login Or Sign up

List Question

15
232
Views

Cross Variation of stochatic integrals

Published on
#stochastic-processes #martingales #stochastic-integrals #stochastic-analysis #quadratic-variation
225
Views

Solution of an HJB equation in continuous time

Published on
#stochastic-calculus #stochastic-analysis #dynamic-programming #hamilton-jacobi-equation
2.3k
Views

Initial Distribution of Stochastic Differential Equations

Published on
#probability-theory #stochastic-processes #brownian-motion #stochastic-analysis #stochastic-differential-equations
312
Views

Infinitesimal generator of $3$-dimensional Stochastic differential equation

Published on
#markov-process #stochastic-analysis
326
Views

On the continuity of Gaussian processes on the interval [0,1] depending on the continuity of the covariance function

Published on
#probability-theory #stochastic-processes #stochastic-calculus #stochastic-analysis
221
Views

Joint Markov property of a Markov chain and its integral against Brownian Motion

Published on
#stochastic-processes #markov-chains #markov-process #stochastic-analysis
1.1k
Views

How can a martingale be a density process?

Published on
#probability-theory #measure-theory #martingales #stochastic-analysis #local-martingales
1.2k
Views

Show that for a continuous Gaussian martingale process $M$ that $\langle M, M \rangle_t = f(t)$ is continuous, monotone, and nondecreasing

Published on
#probability-theory #stochastic-processes #stochastic-calculus #stochastic-analysis
1.9k
Views

Laplace transform of hitting time of Brownian motion with drift

Published on
#probability-theory #martingales #stochastic-analysis #stopping-times
153
Views

Is the solution to this (simple) Stochastic Differential Equation unique?

Published on
#probability-theory #stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis
35
Views

Convolution inequality on stochastic cadlag functions

Published on
#stochastic-processes #stochastic-calculus #stochastic-analysis
172
Views

Local Martingales in J. Michael Steele (Stochastic Calculus and Financial Applications )

Published on
#stochastic-calculus #stochastic-analysis #local-martingales
118
Views

Why does the Malliavin derivative of a Markovian semigroup being strong Feller imply the semigroup strong Feller?

Published on
#stochastic-analysis #semigroup-of-operators #stochastic-pde #malliavin-calculus
189
Views

Semigroup of probability measures that transitions the laws of a process

Published on
#probability-theory #stochastic-processes #stochastic-analysis #semigroup-of-operators
614
Views

Compute the characteristic function of $\mathscr{A}_t$, Lévy's area

Published on
#stochastic-processes #stochastic-calculus #martingales #stochastic-analysis #characteristic-functions

Trending Questions

Popular # Hahtags

second-order-logic numerical-methods puzzle logic probability number-theory winding-number real-analysis integration calculus complex-analysis sequences-and-series proof-writing set-theory functions homotopy-theory elementary-number-theory ordinary-differential-equations circles derivatives game-theory definite-integrals elementary-set-theory limits multivariable-calculus geometry algebraic-number-theory proof-verification partial-derivative algebra-precalculus

Popular Questions

Copyright © 2021 JogjaFile Inc.