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15
Math.TechQA.Club
2026-04-14 03:05:50
2.6k
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Kunita Watanabe decomposition
Published on
14 Apr 2026 - 3:05
#stochastic-processes
#stochastic-calculus
819
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existence/uniqueness of solution and Ito's formula
Published on
09 Apr 2026 - 21:16
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
335
Views
Removing deterministic discontinuities from semi-martingales
Published on
13 Apr 2026 - 23:37
#stochastic-processes
#stochastic-calculus
#martingales
83
Views
Distributions representable as Ito diffusions
Published on
14 Apr 2026 - 17:41
#measure-theory
#probability-theory
#stochastic-processes
#stochastic-calculus
1.6k
Views
predictable quadratic covariation from Jacod / Shiryaev
Published on
14 Apr 2026 - 4:26
#stochastic-processes
#stochastic-calculus
#stochastic-analysis
1.6k
Views
Second derivative of Brownian motion?
Published on
16 Apr 2026 - 1:00
#calculus
#probability
#ordinary-differential-equations
#stochastic-processes
#stochastic-calculus
170
Views
Quick question about proof of Levy's theorem
Published on
09 Apr 2026 - 11:21
#stochastic-calculus
216
Views
Change stochastic integral on a null set
Published on
12 Apr 2026 - 19:01
#stochastic-calculus
138
Views
Question concerning maximum increment of Brownian motion
Published on
14 Apr 2026 - 0:42
#stochastic-processes
#stochastic-calculus
69
Views
Total set of functions in $L^2(\Omega)$
Published on
09 Apr 2026 - 1:22
#probability
#functional-analysis
#probability-theory
#stochastic-processes
#stochastic-calculus
5k
Views
Why isn't the Ito integral just the Riemann-Stieltjes integral?
Published on
12 Apr 2026 - 7:04
#stochastic-calculus
#stochastic-integrals
72
Views
Unit Root Test interpretation
Published on
12 Apr 2026 - 20:05
#stochastic-processes
#stochastic-calculus
#data-analysis
44
Views
Argument that vector space is closed with respect to bounded monotone convergence
Published on
15 Apr 2026 - 22:30
#stochastic-processes
#stochastic-calculus
1.2k
Views
Continuous Square integrable martingale Quadratic Variation
Published on
12 Apr 2026 - 2:05
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-analysis
#quadratic-variation
1.8k
Views
Uniform integrability of a backward submartingale
Published on
11 Apr 2026 - 16:55
#stochastic-processes
#stochastic-calculus
#stochastic-analysis
#uniform-integrability
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