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15
Math.TechQA.Club
2026-03-29 13:47:13
1.5k
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Density of running supremum of Brownian motion until a stopping time
Published on
29 Mar 2026 - 13:47
#probability-theory
#stochastic-calculus
#brownian-motion
#martingales
#stopping-times
320
Views
Pathwise solution of a stochastic integral equation, without stochastic calculus
Published on
08 Apr 2026 - 13:07
#probability-theory
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-analysis
246
Views
Condition for the mgf of a stochastic integral to be finite
Published on
26 Apr 2015 - 15:53
#stochastic-calculus
843
Views
Proving that a process is a positive martingale
Published on
31 Mar 2026 - 13:47
#probability-theory
#stochastic-calculus
#brownian-motion
#martingales
#stochastic-integrals
912
Views
Application of martingale representation theorem
Published on
31 Mar 2026 - 13:47
#probability-theory
#stochastic-calculus
#brownian-motion
#martingales
#stochastic-integrals
724
Views
Function of mean square continuous process
Published on
27 Apr 2015 - 17:20
#real-analysis
#probability-theory
#stochastic-processes
#stochastic-calculus
1.5k
Views
Ito Differential Equation example
Published on
29 Apr 2015 - 2:54
#ordinary-differential-equations
#stochastic-processes
#random-variables
#stochastic-calculus
76
Views
What is the integral of a family of diffusion processes?
Published on
02 Apr 2026 - 12:32
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
30
Views
Passing Expectation into Series (specifically Sine)
Published on
30 Apr 2015 - 6:35
#probability
#stochastic-calculus
#stochastic-analysis
1.7k
Views
Probability distribution of $\int_0^t \frac{W_s}{s} \,ds$
Published on
02 Apr 2026 - 12:25
#probability-theory
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-integrals
1.2k
Views
Prove that a right-continuous stochastic process is product measurable
Published on
01 May 2015 - 17:48
#real-analysis
#measure-theory
#stochastic-processes
#stochastic-calculus
848
Views
Relationship of SDE and Feynman-Kac PDE
Published on
02 Apr 2026 - 12:25
#probability-theory
#partial-differential-equations
#stochastic-calculus
#brownian-motion
#stochastic-integrals
654
Views
Regarding "Two Singular Diffusion Problems" by William Feller
Published on
25 Mar 2026 - 20:33
#ordinary-differential-equations
#stochastic-processes
#stochastic-calculus
#finance
#statistical-mechanics
3.3k
Views
What is the distribution of a stochastic process?
Published on
08 Apr 2026 - 18:24
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-analysis
535
Views
Stopped brownian motion
Published on
29 Mar 2026 - 13:46
#stochastic-calculus
#brownian-motion
#stopping-times
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