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15
Math.TechQA.Club
2026-03-28 20:04:50
241
Views
Conditions for optimal stopping time
Published on
28 Mar 2026 - 20:04
#stochastic-calculus
#stochastic-analysis
#optimal-control
467
Views
Ito integral property
Published on
16 Apr 2026 - 22:26
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
145
Views
Falling object problem
Published on
10 Apr 2026 - 3:23
#numerical-methods
#physics
#stochastic-calculus
#mathematical-physics
#stochastic-differential-equations
279
Views
How to see that this is uniformly distributed on the unit sphere?
Published on
13 Apr 2026 - 14:25
#normal-distribution
#stochastic-calculus
65
Views
Approximation of integrals of brownian bridges by simulation using random walks
Published on
14 Apr 2026 - 1:18
#stochastic-calculus
#brownian-motion
#random-walk
#simulation
372
Views
Dual predictable projection of a jump process
Published on
10 Apr 2026 - 11:38
#stochastic-processes
#stochastic-calculus
#stochastic-analysis
196
Views
Brownian Motion : distribution of maximizer time T = argsup B(t) in time interval [0,1]
Published on
17 Apr 2026 - 8:22
#probability-theory
#stochastic-processes
#stochastic-calculus
#brownian-motion
7.9k
Views
Ito formula for jump-Diffusion
Published on
09 Apr 2026 - 18:17
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stochastic-pde
499
Views
Separable stochastic process with cadlag modification is also cadlag process.
Published on
14 Apr 2026 - 7:14
#probability-theory
#stochastic-processes
#stochastic-calculus
555
Views
Does $X_t\geq 0$, $\underset{t \rightarrow \infty}{\lim}\mathbb{E}[X_t]=0$ imply $X_t \overset{a.s.}{\to} 0$?
Published on
14 Apr 2026 - 20:44
#limits
#probability-theory
#stochastic-processes
#stochastic-calculus
241
Views
Numerical Solution of coupled SDE using Runge kutta
Published on
09 Apr 2026 - 14:16
#stochastic-calculus
#simulation
#stochastic-differential-equations
30
Views
Breaking a semimartingale into non-semimartingale parts
Published on
14 Apr 2026 - 20:05
#stochastic-processes
#stochastic-calculus
#martingales
#stochastic-analysis
#local-martingales
57
Views
Random Variable $X_{\min}$ and $X_{\max}$ for absolute steady distributions
Published on
15 Apr 2026 - 5:46
#calculus
#stochastic-calculus
42
Views
Comparison of durations of two Ito integrals
Published on
15 Apr 2026 - 8:31
#probability
#stochastic-processes
#stochastic-calculus
1.8k
Views
Existence and uniqueness of solutions for SDE's
Published on
14 Apr 2026 - 0:19
#stochastic-calculus
#proof-explanation
#stochastic-analysis
#stochastic-differential-equations
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