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15
Math.TechQA.Club
2018-12-14 09:45:31
319
Views
Derivative of a Wiener integral using Ito formula
Published on
14 Dec 2018 - 9:45
#stochastic-processes
#stochastic-calculus
68
Views
Advection and diffusion for 2d sde
Published on
25 Mar 2026 - 5:00
#probability-theory
#stochastic-processes
#stochastic-calculus
#mathematical-modeling
#stochastic-differential-equations
42
Views
Stability of parameters in sde
Published on
25 Mar 2026 - 4:57
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-analysis
#stochastic-differential-equations
974
Views
How to solve non-linear stochastic differential equations
Published on
25 Mar 2026 - 23:36
#integration
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
33
Views
Conditions for two linearly independent solutions of the ODE representation of a diffusion to be global martingales
Published on
15 Dec 2018 - 20:41
#probability-theory
#stochastic-processes
#stochastic-calculus
273
Views
Dynkin formula and expectation
Published on
25 Mar 2026 - 4:54
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
2.7k
Views
Derivation of Ito's Lemma (Strong)
Published on
16 Dec 2018 - 13:34
#stochastic-processes
#stochastic-calculus
157
Views
The $\ell_2$ norm of two stochastic vectors
Published on
16 Dec 2018 - 17:49
#inequality
#probability-distributions
#vectors
#stochastic-calculus
152
Views
Dynkin's Theorem and expectation
Published on
25 Mar 2026 - 4:54
#probability
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
128
Views
Optimal strategy - HJB equation - Change to Mathematics
Published on
23 Mar 2026 - 0:35
#stochastic-calculus
#stochastic-differential-equations
#hamilton-jacobi-equation
252
Views
Feynman-Kac formula in action.
Published on
26 Mar 2026 - 11:06
#partial-differential-equations
#numerical-methods
#stochastic-calculus
#monte-carlo
59
Views
Mean and variance of beta looking distribution
Published on
18 Dec 2018 - 23:54
#probability
#probability-theory
#probability-distributions
#stochastic-processes
#stochastic-calculus
146
Views
Ito's formula proof - why can we assume $u(t,\omega), v(t,\omega)$ are elementary?
Published on
25 Mar 2026 - 22:04
#probability
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
38
Views
If we want $\int_0^⋅XdM$ to be a martingale, do we need to assume $E[\int_0^tX_sd[M]_s]<∞$ for all $t$ or even $E[\int_0^∞X_sd[M]_s]<∞$?
Published on
25 Mar 2026 - 23:42
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
88
Views
Diffusion equation for Brownian motion with a systematic drift component
Published on
26 Mar 2026 - 1:27
#integration
#ordinary-differential-equations
#stochastic-calculus
#brownian-motion
#finance
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