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15
Math.TechQA.Club
2026-04-15 19:43:37
350
Views
Solving the Stochastic Differential Equation $dX_t = a X_t dt + \sigma d W_t$
Published on
15 Apr 2026 - 19:43
#stochastic-calculus
#stochastic-differential-equations
186
Views
Wald lemma for Brownian motion
Published on
04 May 2026 - 21:37
#real-analysis
#probability-theory
#stochastic-processes
#stochastic-calculus
#brownian-motion
439
Views
Analytical solution of OU process with scaled, time-transformed Wiener process?
Published on
11 Apr 2026 - 9:30
#stochastic-calculus
#stochastic-analysis
#stochastic-differential-equations
37
Views
Mathematics underlying how two wires get crossed
Published on
13 Apr 2026 - 10:59
#probability
#stochastic-processes
#stochastic-calculus
38
Views
Why is twice ddifferential of running maximum zero?
Published on
12 Apr 2026 - 9:11
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stochastic-differential-equations
297
Views
Integral of a deterministic function with respect to a martingale is a martingale?
Published on
14 Apr 2026 - 13:36
#probability-theory
#stochastic-processes
#stochastic-calculus
#martingales
#stochastic-integrals
174
Views
Transforming a martingale into Brownian motion by integration
Published on
12 Apr 2026 - 20:59
#probability-theory
#stochastic-processes
#stochastic-calculus
#martingales
#stochastic-integrals
255
Views
Find the variance $Var[\int_0^t(aB_s+bs)^2dB_s]$
Published on
16 Apr 2026 - 9:07
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
107
Views
How to explicitly solve the SDE $dX_{t} = tX_{t} + \sigma \cos t X_{t}dW_{t}$?
Published on
15 Apr 2026 - 21:44
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
196
Views
Second moment of a Geometric Brownian Motion with Mean Reversion
Published on
15 Apr 2026 - 7:01
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
65
Views
How do I prove that the following sum converges?
Published on
10 Apr 2026 - 9:35
#probability
#probability-theory
#stochastic-calculus
49
Views
Show that $[M]_t=t$ for every $t\ge 0$ is equivalent to $M_t^2-t$ is a continuous local martingale.
Published on
16 Apr 2026 - 5:08
#probability
#stochastic-processes
#stochastic-calculus
84
Views
Basic rough path definitions and calculations/references
Published on
12 Apr 2026 - 2:57
#real-analysis
#stochastic-processes
#stochastic-calculus
#tensor-products
94
Views
How do I rewrite this probability statement using $\limsup$?
Published on
09 Apr 2026 - 13:51
#probability
#probability-theory
#stochastic-calculus
#limsup-and-liminf
#borel-cantelli-lemmas
128
Views
Calculate the mean of a stochastic process X(t).
Published on
15 Apr 2026 - 19:00
#stochastic-processes
#stochastic-calculus
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