Question

Simple inequality for a stopped process depending Hölder continuously on a spatial parameter

score 48 · Answer 1 · 2026-03-25 01:34:04

48

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Simple inequality for a stopped process depending Hölder continuously on a spatial parameter

Published on 25 Mar 2026 - 1:34

score 832 · Answer 2 · 2026-03-25 12:54:28

832

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How to find mean of a stochastic differential equation

Published on 25 Mar 2026 - 12:54

score 165 · Answer 3 · 2026-03-25 06:00:22

165

Views

What converses exists for Martingale representation theorem?

Published on 25 Mar 2026 - 6:00

score 71 · Answer 4 · 2026-03-22 09:29:53

71

Views

If $(M(x))_x$ is a collection of martingales, there is a nondecreasing processes $a$ such that $[M(x),M(y)]$ is absolutely continuous wrt $a$

Published on 22 Mar 2026 - 9:29

score 46 · Answer 5 · 2026-03-25 06:04:42

46

Views

Pathwise closeness of solutions of SDE's

Published on 25 Mar 2026 - 6:04

score 157 · Answer 6 · 2018-05-20 11:31:32

157

Views

If $f$ is a measurable random field, then $(ω,x)↦E[f(x)\mid F](ω)$ has a measurable version $g$ and $E[f(X)\mid F]=g(X)$ for all $F$-measurable $X$

Published on 20 May 2018 - 11:31

score 154 · Answer 7 · 2026-03-22 06:01:03

154

Views

A question on relationship between quadraticc variation of right continuous martingales?

Published on 22 Mar 2026 - 6:01

score 94 · Answer 8 · 2026-03-22 22:53:14

94

Views

A non-negative local submartingale of the class DL is a submartingale

Published on 22 Mar 2026 - 22:53

score 112 · Answer 9 · 2026-03-24 22:10:49

112

Views

Compact support in Dynkin's formula

Published on 24 Mar 2026 - 22:10

score 716 · Answer 10 · 2026-03-25 07:42:53

716

Views

How can we show that the Dolean Dade exponential is a supermartingale without using the Ito's lemma

Published on 25 Mar 2026 - 7:42

score 110 · Answer 11 · 2018-06-01 16:58:38

110

Views

Apparent misunderstanding of the solution to an SDE

Published on 01 Jun 2018 - 16:58

score 44 · Answer 12 · 2026-03-25 16:09:39

44

Views

If $\{X_t\}_{t \geq 0}$ is stationary, $E f(X_t) < \infty$ for a continuous function $f$, is $\{f(X_t)\}_{t\geq 0}$ stationary?

Published on 25 Mar 2026 - 16:09

score 97 · Answer 13 · 2026-03-25 16:13:52

97

Views

$B(t)$ brownian motion, $[Y,Y](t)$ is qudratic variation,prove : 1. $[Y,Y](\infty)<\infty$ 2. for $\omega$ with $\int_0^\infty a(s)^2\, ds=\infty$,

Published on 25 Mar 2026 - 16:13

score 50 · Answer 14 · 2018-06-05 03:00:57

50

Views

Expectation of a random variable.

Published on 05 Jun 2018 - 3:00

score 589 · Answer 15 · 2026-03-25 01:18:41

589

Views

Prove that the Ornstein Uhlenbeck semigroup is given by $E(f(X_t))$ where $X_t$ is the Ornstein Uhlenbeck process

Published on 25 Mar 2026 - 1:18

List Question

Simple inequality for a stopped process depending Hölder continuously on a spatial parameter

How to find mean of a stochastic differential equation

What converses exists for Martingale representation theorem?

If $(M(x))_x$ is a collection of martingales, there is a nondecreasing processes $a$ such that $[M(x),M(y)]$ is absolutely continuous wrt $a$

Pathwise closeness of solutions of SDE's

If $f$ is a measurable random field, then $(ω,x)↦E[f(x)\mid F](ω)$ has a measurable version $g$ and $E[f(X)\mid F]=g(X)$ for all $F$-measurable $X$

A question on relationship between quadraticc variation of right continuous martingales?

A non-negative local submartingale of the class DL is a submartingale

Compact support in Dynkin's formula

How can we show that the Dolean Dade exponential is a supermartingale without using the Ito's lemma

Apparent misunderstanding of the solution to an SDE

If $\{X_t\}_{t \geq 0}$ is stationary, $E f(X_t) < \infty$ for a continuous function $f$, is $\{f(X_t)\}_{t\geq 0}$ stationary?

$B(t)$ brownian motion, $[Y,Y](t)$ is qudratic variation,prove : 1. $[Y,Y](\infty)<\infty$ 2. for $\omega$ with $\int_0^\infty a(s)^2\, ds=\infty$,

Expectation of a random variable.

Prove that the Ornstein Uhlenbeck semigroup is given by $E(f(X_t))$ where $X_t$ is the Ornstein Uhlenbeck process

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