MATH
Login Or Sign up

List Question

15
90
Views

Recovering White noise from the Brownian Sheet. A question concerning the notes on SPDE's from Walsh.

Published on
#stochastic-calculus #stochastic-pde
175
Views

How to identify an Ornstein-Uhlenbeck Process? Aquestion concerning the notes on SPDE's from Walsh.

Published on
#stochastic-calculus
216
Views

Combining Coefficients in a Fokker-Planck equation

Published on
#ordinary-differential-equations #differential-geometry #partial-differential-equations #stochastic-processes #stochastic-calculus
160
Views

Prove that a transformation of a $\phi$-mixing(or in general mixing) process is still mixing?

Published on
#probability #stochastic-processes #stochastic-calculus #mixing
146
Views

What does Girsanov rule out?

Published on
#stochastic-calculus #stochastic-analysis
85
Views

How can I prove that the following limes of the supremum of probability induces the limes of variance?

Published on
#probability #stochastic-processes #stochastic-calculus #variance
1k
Views

Brownian Motion Differential Equation

Published on
#stochastic-calculus #brownian-motion
1k
Views

Ito's integral and Fubini's theorem

Published on
#integration #expectation #stochastic-calculus
83
Views

Is there a method for predicting/recovering/extracting the parameters in data generated from a stochastic differential equation?

Published on
#stochastic-processes #stochastic-calculus #regression #stochastic-integrals #stochastic-analysis
97
Views

Meaning of $dx$ in probability.

Published on
#stochastic-processes #stochastic-calculus
173
Views

Equivalent definition of the variation of the function on $[a,b]$

Published on
#calculus #analysis #stochastic-processes #stochastic-calculus #bounded-variation
397
Views

Linear equation with additive noise

Published on
#stochastic-processes #stochastic-calculus #stochastic-differential-equations
305
Views

How to prove that for a $\phi$-mixing stationary process, the variance of the sum of the elements goes to infinity?

Published on
#probability #stochastic-processes #stochastic-calculus #stationary-processes
321
Views

Sigma additvity of Gaussian White Noise

Published on
#probability #probability-theory #measure-theory #stochastic-calculus #stochastic-analysis
104
Views

Uncorrelated Gaussian Noise

Published on
#normal-distribution #stochastic-calculus #noise

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.