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Expectation, variance etc for uniform distribution

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#probability #probability-theory #probability-distributions #stochastic-calculus #uniform-distribution
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Stochastic process

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#probability-theory #stochastic-calculus
161
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Can we have a function of Brownian motion that has finite length?

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#stochastic-processes #stochastic-calculus #brownian-motion
698
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Calculating the autocorrelation function for white noise

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#stochastic-processes #stochastic-calculus #correlation
319
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Bessel process hits zero?

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#stochastic-processes #stochastic-calculus
227
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Expectation, variance etc. for exponential distribution

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#probability #probability-theory #probability-distributions #stochastic-calculus
742
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Left continuous process is progressively measurable

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#probability #measure-theory #stochastic-processes #stochastic-calculus
801
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Apply Ito's lemma to the absolute value of a process

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#probability #stochastic-processes #stochastic-calculus #brownian-motion
32
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On the existance of finite state Paul-Levy stochastic process .

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#probability-theory #stochastic-processes #stochastic-calculus #poisson-process
73
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How to find $\mathbb{P}\left(\int_0^1W_tdt>\dfrac{2}{\sqrt{3}}\right)$?

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#probability-distributions #stochastic-calculus #stochastic-integrals
259
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Interchanging expectation and integral for stochastic double integral

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#stochastic-calculus #stochastic-integrals #stochastic-analysis
1.1k
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What is the normal approximation of binomial distribution?

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#probability #probability-theory #probability-distributions #normal-distribution #stochastic-calculus
112
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Multinomial theorem for $(1+x+x^{-1})^k$

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#combinatorics #stochastic-calculus
5.9k
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Expectation and Variance of Stochastic Differential Equations

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#expectation #stochastic-calculus #stochastic-differential-equations
179
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Quotient of dY_t/d_X_t makes sense?

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#probability #stochastic-processes #stochastic-calculus

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