MATH
Login Or Sign up

List Question

15
345
Views

Is this stopping time finite a.s ? bounded?

Published on
#probability-theory #measure-theory #stochastic-calculus #stopping-times #bounded-variation
106
Views

$(f(X_n))_{n \in \mathbb{N}_0}$ martingale implies $f'' = 0$?

Published on
#stochastic-processes #stochastic-calculus #martingales
170
Views

What will be the Ito derivative?

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-differential-equations
85
Views

Computation Itô integral

Published on
#integration #stochastic-calculus #brownian-motion #stochastic-integrals
218
Views

Laplace transform of time until absorption of Brownian motion

Published on
#stochastic-processes #stochastic-calculus #martingales #stochastic-analysis #stopping-times
249
Views

Autocorrelation function of stochastic process

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-differential-equations
115
Views

Expectation of an Ito integral involving arbitrary function in integrand

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-differential-equations
149
Views

L2-limit of sum similar to the Itô integral

Published on
#stochastic-calculus #brownian-motion #stochastic-integrals #stochastic-analysis
214
Views

Expectation of $\sqrt{r_t}$ in $\textrm{d}r_t=\kappa(\theta-r_t)\,\textrm{d}t+\sigma\sqrt{r_t}\,\textrm{d}B_t$

Published on
#stochastic-processes #stochastic-calculus #expected-value #finance #stochastic-differential-equations
578
Views

Is Ito Integral of $W_t^{-1}$ well defined? Can Ito's lemma be used?

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-integrals #stochastic-analysis
72
Views

What will be expectation of brownian motion?

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-differential-equations
55
Views

Super-tough expectation computation

Published on
#stochastic-processes #stochastic-calculus #martingales #stochastic-integrals #stochastic-analysis
75
Views

Stochastic exponential of a true martingale is also a true martingale?

Published on
#stochastic-processes #stochastic-calculus #stochastic-analysis #stochastic-differential-equations
108
Views

Finding as expressions for the $E[X^2_T]$ for a particular stochastic process.

Published on
#stochastic-processes #stochastic-calculus #expected-value #stochastic-differential-equations
67
Views

Ito processes and Martingales

Published on
#stochastic-calculus #martingales #stochastic-integrals #stochastic-analysis #stochastic-differential-equations

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.