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15
Math.TechQA.Club
2026-03-28 17:39:26
440
Views
Discretization of stochastic continuous-time state-space model
Published on
28 Mar 2026 - 17:39
#stochastic-calculus
#signal-processing
#control-theory
40
Views
On normalization of a nonlinear complex PD-wave equation
Published on
29 Mar 2026 - 15:53
#complex-analysis
#stochastic-calculus
#nonlinear-optimization
#wave-equation
25.8k
Views
Product Rule for Ito Processes
Published on
29 Mar 2026 - 11:42
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
274
Views
Itō integral as a limit in probability
Published on
29 Mar 2026 - 11:51
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
307
Views
Enlarging the filtration breaks the martingale property
Published on
26 Mar 2026 - 7:58
#stochastic-processes
#stochastic-calculus
#brownian-motion
#martingales
#filtrations
85
Views
About repeated Ito integration.
Published on
06 Nov 2016 - 0:05
#stochastic-calculus
123
Views
Exponentiate the master equation matrix
Published on
03 Apr 2026 - 9:08
#probability
#probability-theory
#stochastic-processes
#stochastic-calculus
#matlab
296
Views
Topic that mixes stochastic calculus and harmonic analysis.
Published on
29 Mar 2026 - 11:42
#reference-request
#fourier-series
#stochastic-calculus
#harmonic-analysis
#stochastic-integrals
940
Views
What is the expected value of geometric brownian motion?
Published on
08 Nov 2016 - 12:53
#stochastic-calculus
5k
Views
Elementary product rule for Ito formula
Published on
09 Nov 2016 - 15:32
#stochastic-calculus
220
Views
Hint :Expected value of a stochastic process
Published on
10 Nov 2016 - 10:41
#ordinary-differential-equations
#stochastic-processes
#stochastic-calculus
82
Views
1D random walk with viarable probability
Published on
29 Mar 2026 - 9:18
#probability
#probability-theory
#stochastic-processes
#stochastic-calculus
#random-walk
186
Views
Ito lemma and stochastic differential equations
Published on
29 Mar 2026 - 11:42
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
154
Views
Calculus of conditional expectation wrt $\sigma(B_1-B_s)$
Published on
26 Mar 2026 - 11:03
#stochastic-calculus
#brownian-motion
#conditional-expectation
#filtrations
1.9k
Views
notation for partial derivatives (comma)
Published on
14 Nov 2016 - 12:37
#real-analysis
#derivatives
#partial-derivative
#stochastic-calculus
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