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15
Math.TechQA.Club
2026-04-12 18:27:32
207
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How to derive the dynamics of $S_t$ in the Vasicek model?
Published on
12 Apr 2026 - 18:27
#probability-theory
#stochastic-processes
#stochastic-calculus
#finance
258
Views
Proof of the Kunita-Watanabe Identity
Published on
12 Apr 2026 - 15:22
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#quadratic-variation
129
Views
Integral with respect to Brownian motion with deterministic functions (sinus, cosinus) as an integrands
Published on
16 Apr 2026 - 2:42
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
135
Views
Can I mix Euler-Maruyama with RK45?
Published on
12 Apr 2026 - 6:06
#stochastic-calculus
#stochastic-differential-equations
218
Views
How to solve a SDE with an Ornstein Uhlenbeck process driving it?
Published on
11 Apr 2026 - 3:47
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
100
Views
Ito integral has finite moments
Published on
04 May 2026 - 19:33
#probability-distributions
#stochastic-processes
#stochastic-calculus
#brownian-motion
69
Views
Can I make general statements about an Ito SDE without explicitly solving the kolmogorov forward or backward equations?
Published on
13 Apr 2026 - 18:22
#probability
#stochastic-processes
#stochastic-calculus
#conditional-probability
#stochastic-differential-equations
74
Views
Compute the stochastic differential for $t\cdot B_t$ using Ito's Lemma
Published on
13 Apr 2026 - 20:20
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
257
Views
A Càdlàg non-negative submartingale is class DL
Published on
15 Apr 2026 - 10:41
#probability-theory
#stochastic-processes
#stochastic-calculus
#martingales
#stopping-times
72
Views
Let $A = \{\omega=\omega_1 \omega_2 \ldots \mid \omega_{2i-1} = \omega_{2i}, \forall i \in \Bbb N\}$. Show that $A$ is uncountable.
Published on
12 Apr 2026 - 20:22
#probability
#solution-verification
#stochastic-calculus
182
Views
Expected value of hyperbolic cosine of Brownian motion
Published on
12 Apr 2026 - 0:48
#probability-theory
#expected-value
#stochastic-calculus
#brownian-motion
#stochastic-integrals
599
Views
An application of Ito lemma for Ito-Levy processes
Published on
09 Apr 2026 - 15:56
#stochastic-calculus
#stochastic-differential-equations
#levy-processes
21
Views
Optional algebra
Published on
14 Apr 2026 - 16:04
#probability-theory
#stochastic-processes
#stochastic-calculus
#brownian-motion
280
Views
Expectation and martingale properties of integral of Poisson process w.r.t. itself
Published on
12 Apr 2026 - 19:17
#stochastic-calculus
#stochastic-integrals
#poisson-process
151
Views
How do I compute the probability in this exercise?
Published on
10 Apr 2026 - 13:28
#probability
#probability-theory
#stochastic-calculus
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