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15
Math.TechQA.Club
2026-04-17 09:18:21
174
Views
Will there be arbitrage if we don't have the $dB_t$ term?
Published on
17 Apr 2026 - 9:18
#probability-theory
#stochastic-processes
#stochastic-calculus
#finance
#stochastic-analysis
61
Views
Proof in Oksendal Book
Published on
12 Apr 2026 - 3:08
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stopping-times
80
Views
Compute characteristic function of $Y:= \sum_{k=1}^T X_k$
Published on
12 Apr 2026 - 18:08
#stochastic-calculus
#characteristic-functions
197
Views
Computation of domain of infinitesimal generator of Brownian motion
Published on
11 Apr 2026 - 18:03
#stochastic-processes
#stochastic-calculus
#brownian-motion
#markov-process
#semigroup-of-operators
133
Views
Why constant (identity) diffusion in valuable SDE proofs?
Published on
11 Apr 2026 - 12:38
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
273
Views
Seeking an analytic solution to an SDE with curiously simple form
Published on
11 Apr 2026 - 12:02
#stochastic-processes
#stochastic-calculus
#stochastic-analysis
#stochastic-differential-equations
49
Views
Predictable Representation Property of a random variable involving Brownian motion
Published on
09 Apr 2026 - 23:26
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-integrals
133
Views
Probability distribution of the solution of an SDE
Published on
12 Apr 2026 - 14:07
#stochastic-calculus
#stochastic-differential-equations
221
Views
False proof: Every continuous-time financial market has arbitrage.
Published on
11 Apr 2026 - 6:28
#stochastic-processes
#stochastic-calculus
#finance
#stochastic-integrals
#fake-proofs
51
Views
a.s convergence and well defining a processes
Published on
12 Apr 2026 - 15:16
#probability-theory
#stochastic-processes
#stochastic-calculus
#conditional-expectation
#martingales
30
Views
When does a Markov process induce a C0-semigroup?
Published on
12 Apr 2026 - 13:21
#stochastic-processes
#stochastic-calculus
#markov-process
#semigroup-of-operators
699
Views
Proving Existence and Uniqueness for Cox-Ingersoll-Ross SDE.
Published on
15 Apr 2026 - 20:30
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-analysis
#stochastic-differential-equations
181
Views
Density of Brownian motion with drift given correlated noise
Published on
12 Apr 2026 - 9:40
#statistics
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
38
Views
Help me understand the following equality $\mathbb{E} [e^{\lambda a_i g_i}] = e^{\lambda^2 a_i^2/2}$
Published on
13 Apr 2026 - 6:49
#real-analysis
#stochastic-calculus
#stochastic-integrals
460
Views
Proving that the solution to the Cox-Ingersoll-Ross SDE is positive.
Published on
16 Apr 2026 - 3:53
#probability-theory
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stochastic-differential-equations
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