Question

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

score 282 · Answer 1 · 2026-03-25 12:17:53

282

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

Published on 25 Mar 2026 - 12:17

score 55 · Answer 2 · 2026-03-24 20:30:29

55

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optimizing risk limit in stochastic optimization problem

Published on 24 Mar 2026 - 20:30

score 37 · Answer 3 · 2026-03-23 03:43:07

37

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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 23 Mar 2026 - 3:43

score 150 · Answer 4 · 2026-03-25 07:46:07

150

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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 25 Mar 2026 - 7:46

score 269 · Answer 5 · 2018-04-11 14:02:18

269

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Borel/cylindric sigma algebra of Stochastic Process

Published on 11 Apr 2018 - 14:02

score 206 · Answer 6 · 2018-04-12 00:54:35

206

Views

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

Published on 12 Apr 2018 - 0:54

score 87 · Answer 7 · 2018-04-14 14:42:26

87

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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 14 Apr 2018 - 14:42

score 157 · Answer 8 · 2018-04-16 06:47:47

157

Views

Confused on general approach to Stochastic Process theory.

Published on 16 Apr 2018 - 6:47

score 44 · Answer 9 · 2018-04-17 08:10:45

44

Views

Class D processes

Published on 17 Apr 2018 - 8:10

score 366 · Answer 10 · 2026-03-25 03:04:20

366

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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 25 Mar 2026 - 3:04

score 150 · Answer 11 · 2018-04-20 09:14:02

150

Views

Explaining details on proof of Brownian local time

Published on 20 Apr 2018 - 9:14

score 82 · Answer 12 · 2026-03-22 09:37:45

82

Views

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

Published on 22 Mar 2026 - 9:37

score 60 · Answer 13 · 2026-03-19 17:23:48

60

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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 19 Mar 2026 - 17:23

score 60 · Answer 14 · 2026-03-25 06:03:19

60

Views

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

Published on 25 Mar 2026 - 6:03

score 88 · Answer 15 · 2018-04-22 03:33:10

88

Views

Predictability of jumping times of increasing cad lag processes

Published on 22 Apr 2018 - 3:33

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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