List questions from stochastic-calculus

Published on 11 Apr 2026 - 4:55

30

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$E[|T\cap S|^2]$ for random sets $S$, $T$ with fixed number of member $|S|=|T|=d$

Published on 17 Apr 2026 - 11:56

83

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Maximal inequality for Bessel process

Published on 05 May 2026 - 2:42

28

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Bound Hypergeometric distribution by Gauss distribution

Published on 11 Apr 2026 - 14:54

62

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Solution to a linear Backward SDE

Published on 13 Apr 2026 - 14:19

42

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How to prove or calculate $E[\int_{t_{i-1}}^{t_i} e^{-μ({t_i}-s)}\sigma B_s |x_{t_{i-1}}]=0$?

Published on 16 Apr 2026 - 11:38

129

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Find the mean and the variance of $X(1)$ for stochastic differential equation: $dX(t)=-1.5X(t)dt+0.85dW(t)$ with $X(0)=0.7$

Published on 17 Apr 2026 - 4:44

186

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$exp$ of Half-Normal Distribution

Published on 05 May 2026 - 2:42

238

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Exponential submartingale inequality

Published on 14 Apr 2026 - 21:40

116

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Question on use of Ito's formula with integral in the function

Published on 09 Apr 2026 - 17:37

52

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Bounding the Probability of the L^2-Norm

Published on 16 Apr 2026 - 10:00

136

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Proving uniqueness of weak solution to SDE

Published on 12 Apr 2026 - 8:43

116

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If $E(X_n^2) = \infty$ then $\limsup \frac{|X_n|}{\sqrt{n}} \geq a$ almost surely.

Published on 16 Apr 2026 - 14:19

102

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Graphical model - log transformed covariance matrix

Published on 16 Apr 2026 - 17:33

394

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Distribution of solution to SDE

Published on 08 Apr 2026 - 23:48

List Question

Constructing the solution to a linear backward SDE

$E[|T\cap S|^2]$ for random sets $S$, $T$ with fixed number of member $|S|=|T|=d$

Maximal inequality for Bessel process

Bound Hypergeometric distribution by Gauss distribution

Solution to a linear Backward SDE

How to prove or calculate $E[\int_{t_{i-1}}^{t_i} e^{-μ({t_i}-s)}\sigma B_s |x_{t_{i-1}}]=0$?

Find the mean and the variance of $X(1)$ for stochastic differential equation: $dX(t)=-1.5X(t)dt+0.85dW(t)$ with $X(0)=0.7$

$exp$ of Half-Normal Distribution

Exponential submartingale inequality

Question on use of Ito's formula with integral in the function

Bounding the Probability of the L^2-Norm

Proving uniqueness of weak solution to SDE

If $E(X_n^2) = \infty$ then $\limsup \frac{|X_n|}{\sqrt{n}} \geq a$ almost surely.

Graphical model - log transformed covariance matrix

Distribution of solution to SDE

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