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Mean square derivative of square of WSS (wide sense stationary) Gaussian RP

score 284 · Answer 1 · 2026-04-14 22:17:20

284

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Mean square derivative of square of WSS (wide sense stationary) Gaussian RP

Published on 14 Apr 2026 - 22:17

score 59 · Answer 2 · 2026-05-10 12:50:33

59

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optimizing risk limit in stochastic optimization problem

Published on 10 May 2026 - 12:50

score 44 · Answer 3 · 2026-04-29 12:42:29

44

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Characterization of a set in the augmented filtration $\mathcal{F}_t^{\mu}=\sigma(\mathcal{F}_t^X, \mathcal{N}^{\mu})$

Published on 29 Apr 2026 - 12:42

score 152 · Answer 4 · 2026-04-14 01:09:30

152

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A physical device can be in three states: A, B, C. The device has an underlying Markov Chain and Markov Process to describe time jumps.

Published on 14 Apr 2026 - 1:09

score 272 · Answer 5 · 2026-04-13 09:42:02

272

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Borel/cylindric sigma algebra of Stochastic Process

Published on 13 Apr 2026 - 9:42

score 209 · Answer 6 · 2026-04-11 00:24:57

209

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Is martingale solution equivalent to weak solution for SDE driven by stable process

Published on 11 Apr 2026 - 0:24

score 90 · Answer 7 · 2026-04-16 17:15:01

90

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Prove that $\mathbb{E} \left[ \int_0^t f_s \, dW_s \right] = 0$, for any continuous stochastic process $f_s$

Published on 16 Apr 2026 - 17:15

score 160 · Answer 8 · 2026-04-10 03:59:08

160

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Confused on general approach to Stochastic Process theory.

Published on 10 Apr 2026 - 3:59

score 49 · Answer 9 · 2026-04-16 11:09:08

49

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Class D processes

Published on 16 Apr 2026 - 11:09

score 368 · Answer 10 · 2026-04-15 07:31:58

368

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If $W_t$ is a Wiener process, why is the limit $\lim_{n \rightarrow \infty} \sum_{i=0}^{n-1} (W_{S_{i+1}} - W_{s_i})^2$ equal to $t$?

Published on 15 Apr 2026 - 7:31

score 153 · Answer 11 · 2026-04-10 03:21:15

153

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Explaining details on proof of Brownian local time

Published on 10 Apr 2026 - 3:21

score 90 · Answer 12 · 2026-05-06 17:27:08

90

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Borel-$\sigma$-algebra on D[0,1]

Published on 06 May 2026 - 17:27

score 66 · Answer 13 · 2026-05-07 19:23:51

66

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If $X$ is a continuous local martingale, show that $\int_0^\cdot\frac{|X_{s+\epsilon}-X_s|^2}\epsilon\:{\rm d}s\to[X]$ uniformly in probability

Published on 07 May 2026 - 19:23

score 62 · Answer 14 · 2026-04-15 10:06:17

62

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In Itô calculus, what is the probability space $(\Omega, \mathcal{F},P)$?

Published on 15 Apr 2026 - 10:06

score 90 · Answer 15 · 2026-04-11 05:03:26

90

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Predictability of jumping times of increasing cad lag processes

Published on 11 Apr 2026 - 5:03

List Question

Mean square derivative of square of WSS (wide sense stationary) Gaussian RP

optimizing risk limit in stochastic optimization problem

Characterization of a set in the augmented filtration $\mathcal{F}_t^{\mu}=\sigma(\mathcal{F}_t^X, \mathcal{N}^{\mu})$

A physical device can be in three states: A, B, C. The device has an underlying Markov Chain and Markov Process to describe time jumps.

Borel/cylindric sigma algebra of Stochastic Process

Is martingale solution equivalent to weak solution for SDE driven by stable process

Prove that $\mathbb{E} \left[ \int_0^t f_s \, dW_s \right] = 0$, for any continuous stochastic process $f_s$

Confused on general approach to Stochastic Process theory.

Class D processes

If $W_t$ is a Wiener process, why is the limit $\lim_{n \rightarrow \infty} \sum_{i=0}^{n-1} (W_{S_{i+1}} - W_{s_i})^2$ equal to $t$?

Explaining details on proof of Brownian local time

Borel-$\sigma$-algebra on D[0,1]

If $X$ is a continuous local martingale, show that $\int_0^\cdot\frac{|X_{s+\epsilon}-X_s|^2}\epsilon\:{\rm d}s\to[X]$ uniformly in probability

In Itô calculus, what is the probability space $(\Omega, \mathcal{F},P)$?

Predictability of jumping times of increasing cad lag processes

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