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Good book on Bolza problem and Hamilton systems

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#ordinary-differential-equations #stochastic-calculus #calculus-of-variations #optimal-control
136
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What's the expectation of the following stochastic process?

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#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis
100
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Limit of a Borel integral of a function of Brownian motion

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#probability-theory #stochastic-processes #stochastic-calculus #stochastic-integrals
398
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The pdf of last interval of a Poisson process in $[0,T]$

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#probability #probability-theory #probability-distributions #stochastic-processes #stochastic-calculus
1.1k
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Expectation of standard Brownian motion

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#stochastic-calculus #brownian-motion
80
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Question about higher order terms in Einstein's formulation of Brownian motion

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#taylor-expansion #physics #stochastic-calculus #brownian-motion
65
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CALCULATING stochastic integral

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#stochastic-calculus #brownian-motion
216
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standard Brownian motion 3

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#probability #expectation #stochastic-calculus #brownian-motion
125
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average time spent

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#probability #probability-distributions #stochastic-processes #stochastic-calculus
264
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Ito's formula for the process $M_t=f(t)B_t-\int_{0}^{t}f'(s)B_sds$

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#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-integrals
67
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How to prove $\frac{X_{T}}{T}\overset{a.s.}{\rightarrow } 0$ as $T$ tends to infinite with $X_{T}=O_{P}(1)$

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#probability #stochastic-calculus
140
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Multiplying a convex function makes it more risk-loving?

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#real-analysis #functional-analysis #stochastic-calculus
96
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Problems on Calculating Stochastic Integral

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#stochastic-calculus #stochastic-integrals
181
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Stochastic derivative of derivative

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#stochastic-processes #stochastic-calculus #stochastic-pde
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Convergence of Stochastic Integral

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#probability-theory #convergence-divergence #stochastic-calculus #brownian-motion #stochastic-integrals

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