Question

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

score 50 · Answer 1 · 2026-04-11 15:38:20

50

Views

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

Published on 11 Apr 2026 - 15:38

score 834 · Answer 2 · 2026-04-10 16:57:18

834

Views

How to find mean of a stochastic differential equation

Published on 10 Apr 2026 - 16:57

score 167 · Answer 3 · 2026-04-12 08:35:38

167

Views

What converses exists for Martingale representation theorem?

Published on 12 Apr 2026 - 8:35

score 75 · Answer 4 · 2026-04-23 07:43:55

75

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 23 Apr 2026 - 7:43

score 48 · Answer 5 · 2026-04-12 03:58:21

48

Views

Pathwise closeness of solutions of SDE's

Published on 12 Apr 2026 - 3:58

score 160 · Answer 6 · 2026-04-15 18:48:37

160

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 15 Apr 2026 - 18:48

score 160 · Answer 7 · 2026-04-29 12:51:07

160

Views

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

Published on 29 Apr 2026 - 12:51

score 100 · Answer 8 · 2026-05-10 08:15:50

100

Views

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

Published on 10 May 2026 - 8:15

score 117 · Answer 9 · 2026-05-10 14:58:12

117

Views

Compact support in Dynkin's formula

Published on 10 May 2026 - 14:58

score 718 · Answer 10 · 2026-04-12 08:11:23

718

Views

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

Published on 12 Apr 2026 - 8:11

score 113 · Answer 11 · 2026-04-12 18:43:20

113

Views

Apparent misunderstanding of the solution to an SDE

Published on 12 Apr 2026 - 18:43

score 47 · Answer 12 · 2026-05-10 12:55:10

47

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 10 May 2026 - 12:55

score 99 · Answer 13 · 2026-04-14 18:51:01

99

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 14 Apr 2026 - 18:51

score 54 · Answer 14 · 2026-04-08 21:09:58

54

Views

Expectation of a random variable.

Published on 08 Apr 2026 - 21:09

score 591 · Answer 15 · 2026-05-10 15:20:49

591

Views

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

Published on 10 May 2026 - 15:20

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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