MATH
Login Or Sign up

List Question

15
40
Views

Time parametrization for Brownian Motion

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-analysis
273
Views

Show that a certain solution of an ODE is a stochastic process.

Published on
#probability-theory #stochastic-processes #stochastic-calculus #stochastic-analysis #stochastic-differential-equations
208
Views

Expectation of Brownian hitting time

Published on
#probability #stochastic-processes #stochastic-calculus #brownian-motion #stochastic-analysis
144
Views

How to show Tanaka's formula is the Doob-Meyer decomposition?

Published on
#stochastic-processes #martingales #stochastic-analysis
425
Views

(Proof Verification) Show that the collection of all elementary cylinders is a semi-ring.

Published on
#probability-theory #measure-theory #stochastic-processes #solution-verification #stochastic-analysis
694
Views

Expectation involving local time of Brownian motion

Published on
#probability #stochastic-processes #stochastic-calculus #brownian-motion #stochastic-analysis
79
Views

Local times in higher dimensions

Published on
#probability #stochastic-processes #stochastic-calculus #brownian-motion #stochastic-analysis
102
Views

Existence of optional quadratic variation (or quadratic co-variation) [X,Y]

Published on
#probability-theory #stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis
130
Views

Does the last hitting time have finite expectation while the stochastic process a.s. converges to another value at some rate?

Published on
#probability #stochastic-processes #stochastic-analysis
63
Views

Approximation of $\mathcal H^2$ functions by bounded ones

Published on
#stochastic-processes #stochastic-calculus #stochastic-analysis
113
Views

(Proof Verification) The necessary and sufficient condition for $X:\mathbb{T}\times\Omega\longrightarrow\mathbb{R}$ to be a stochastic process.

Published on
#probability-theory #measure-theory #stochastic-processes #solution-verification #stochastic-analysis
26
Views

A sequence $(X_k)_k$ of random variables, each with negative expectation, converges in $L^2$-norm to a random variable with non-positive expectation

Published on
#measure-theory #stochastic-analysis
144
Views

jumps of semimartingale form an absolute convergent series

Published on
#stochastic-processes #stochastic-integrals #stochastic-analysis #bounded-variation #absolute-convergence
48
Views

Literature for the Bichteler-Dellacherie Semimartingale characterization.

Published on
#stochastic-processes #stochastic-analysis
133
Views

When does the uniqueness of regular conditional probabilities hold?

Published on
#probability #stochastic-calculus #stochastic-analysis

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.