MATH
Login Or Sign up

List Question

15
206
Views

Continuity of the Random Variable Defining the Occupation Measure of Gaussian Process

Published on
#probability-theory #stochastic-processes #stochastic-calculus #absolute-continuity
17
Views

What is the expected (average) range of H(+1), T(-1) with n trials?

Published on
#probability #stochastic-processes #stochastic-calculus
76
Views

Why every stochastic process is always written as a function of Brownian motion.

Published on
#probability-theory #measure-theory #stochastic-processes #stochastic-calculus #brownian-motion
173
Views

Is the integral of a modification of a stochastic process equal to the integral of the original process?

Published on
#probability-theory #stochastic-processes #stochastic-calculus #stochastic-integrals
74
Views

Covariation of density process in Girsanov's Theorem

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #local-martingales
82
Views

Second Moments of linear SDEs

Published on
#stochastic-calculus #stochastic-differential-equations
84
Views

Why can the stochastic integral not be defined on the product sigma algebra $\mathcal{F} \otimes \mathcal{B}_{[0, \infty)}$?

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis
78
Views

How we find the PDE which the law of a stochastic process satisfies?

Published on
#partial-differential-equations #stochastic-calculus #brownian-motion
166
Views

Non-Gaussian Ornstein-Uhlenbeck process and AR(1)

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #finance #stochastic-differential-equations
294
Views

Probability Brownian motion hitting ball in dimension 2 and 3.

Published on
#stochastic-calculus #brownian-motion #martingales #stopping-times
89
Views

Prove result for a bounded continuous martingale with finite variation.

Published on
#stochastic-calculus #martingales
152
Views

The difference of cubed diffrence of Wiener processes

Published on
#limits #stochastic-processes #stochastic-calculus #expected-value #brownian-motion
65
Views

Black and Scholes model find price at $t=0$

Published on
#stochastic-processes #stochastic-calculus
54
Views

Show that the following 2 times are equal in distribution.

Published on
#probability-distributions #stochastic-calculus #martingales #stopping-times
42
Views

Is it a submartingale?

Published on
#stochastic-processes #stochastic-calculus #conditional-expectation #martingales

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.