MATH
Login Or Sign up

List Question

15
22
Views

Number of combinations for specific problem

Published on
#statistics #stochastic-calculus
1.5k
Views

Given $\mathbb Q$ and $X_t$ is $\mathbb Q$-Brownian, find $\frac{d\mathbb Q}{d\mathbb P}$ / Uniqueness of Brownian or Radon-Nikodym derivative

Published on
#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion #radon-nikodym
645
Views

What is a "stochastically stationary solution" to a stochastic differential equation?

Published on
#stochastic-processes #stochastic-calculus #stability-theory
59
Views

Fractional moments of stochastic integrals

Published on
#stochastic-calculus #stochastic-integrals #levy-processes
49
Views

Is $d \langle X,Y \rangle = \langle dX,dY \rangle$ where X,Y are continous semi-martingales

Published on
#stochastic-calculus #stochastic-analysis
70
Views

exercise 3.3.34 from Karatza and Shreve

Published on
#stochastic-calculus #brownian-motion #stochastic-analysis
94
Views

Quadratic variation along a sequence of subpartitions

Published on
#probability-theory #stochastic-calculus #brownian-motion #integer-partitions #quadratic-variation
227
Views

What is the formula for a likelihood ratio $L$ that transforms martingale Geometric BM to Geometric BM with positive growth?

Published on
#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion
265
Views

Feynman-Kac for dividend stream

Published on
#stochastic-calculus #finance #conditional-expectation
40
Views

How can I show the existence of a right continuous version to the supermartingale $\{P(L>u|\mathcal{F}_u),u \geq 0\}$?

Published on
#stochastic-calculus #stochastic-analysis
195
Views

Kolmogorov extension theorem

Published on
#functional-analysis #measure-theory #stochastic-processes #stochastic-calculus #stochastic-analysis
94
Views

Stochastic Integral of Particle Scattering

Published on
#stochastic-calculus #martingales
133
Views

Expectation over Markov Process and discrete Ito integral

Published on
#probability-theory #stochastic-processes #expectation #stochastic-calculus
194
Views

Strong solution SDE - independence of initial conditiion

Published on
#stochastic-calculus #stochastic-integrals #stochastic-analysis
1.1k
Views

What is the "distributional derivative" of a Brownian motion?

Published on
#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion #stochastic-analysis

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.