MATH
Login Or Sign up

List Question

15
2.2k
Views

If quadratic variation of a local martingale is zero then it is itself zero

Published on
#stochastic-processes #stochastic-calculus #martingales #quadratic-variation
175
Views

Computing expectation of a stochastic integral

Published on
#stochastic-processes #stochastic-calculus #brownian-motion
81
Views

Contradiction on equality with stochastic integrals

Published on
#stochastic-processes #stochastic-calculus #brownian-motion
199
Views

Covariance combined with normal distribution

Published on
#probability-distributions #stochastic-processes #stochastic-calculus
252
Views

question about the sequential continuity of the set of probability measures

Published on
#probability #probability-theory #stochastic-processes #stochastic-calculus #stochastic-analysis
181
Views

Characteristics of stochastic integral?

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals
131
Views

an exetension of Doob's inequality

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis
377
Views

Joint distribution of $W(t)$ Brownian motion and $B(s)=\int_0^t \operatorname{sgn} ( W(s) ) dW(s)$

Published on
#stochastic-calculus
840
Views

Ito vs Stratonovich SDE with irregular time-dependence in coefficients

Published on
#probability #stochastic-processes #stochastic-calculus #stochastic-differential-equations
64
Views

Not using stochasstic integral how to prove $E\int_0^T W^2(t)dt<+\infty$?

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals
2k
Views

Uniqueness of Brownian motion

Published on
#probability-theory #measure-theory #stochastic-calculus #brownian-motion
2k
Views

Mean and variance of a brownian bridge

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-integrals
349
Views

Variance of a stochastic integral?

Published on
#stochastic-calculus #stochastic-analysis
2.7k
Views

Girsanov: Change of drift, that depends on the process

Published on
#measure-theory #probability-theory #stochastic-calculus #stochastic-analysis
141
Views

moving window supremum of a Wiener process

Published on
#stochastic-processes #stochastic-calculus

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.