MATH
Login Or Sign up

List Question

15
55
Views

Is the solution of the stochastic heat equation a Gaussian process?

Published on
#stochastic-processes #stochastic-analysis #stochastic-differential-equations #parabolic-pde #stochastic-pde
46
Views

Malliavin derivative of a random variable

Published on
#stochastic-processes #stochastic-analysis #malliavin-calculus
85
Views

Ito formula for functions in Sobolev spaces

Published on
#partial-differential-equations #stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-differential-equations
24
Views

Expected value of a Weighted Stochastic process

Published on
#probability #stochastic-processes #expected-value #stochastic-analysis
74
Views

Proving differentiability of a payoff

Published on
#stochastic-processes #stochastic-calculus #stochastic-analysis #stochastic-differential-equations #malliavin-calculus
22
Views

Approximation of quadratic variation of martingales

Published on
#probability #stochastic-processes #martingales #stochastic-analysis #quadratic-variation
36
Views

Expected value exists because it has an integrable lower bound?

Published on
#probability-theory #stochastic-processes #stochastic-analysis
24
Views

Express a stochastic process in terms of another

Published on
#probability-theory #stochastic-processes #stochastic-calculus #stochastic-analysis
33
Views

Showing Variant of Exponential Martingale is a super-martingale

Published on
#stochastic-calculus #stochastic-analysis
53
Views

Proving martingale properties

Published on
#probability-theory #stochastic-processes #martingales #stochastic-analysis
22
Views

Bernstein von Mises approximation of posterior density

Published on
#real-analysis #probability #statistics #asymptotics #stochastic-analysis
32
Views

Potential density of killed brownian by local time

Published on
#brownian-motion #stochastic-analysis #greens-function #potential-theory #local-time
30
Views

expected number of of intersections of independent brownian motions on the line

Published on
#probability #brownian-motion #stochastic-analysis
36
Views

Proof that an Ito diffusion start with 0 will be positive immediately

Published on
#reference-request #stochastic-processes #stochastic-calculus #stochastic-analysis #stochastic-differential-equations
45
Views

Ratio of Expected Hitting Times of Brownian Motion with Drift

Published on
#probability-theory #stochastic-processes #stochastic-calculus #stochastic-analysis #stopping-times

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.