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15
Math.TechQA.Club
2026-04-11 10:42:09
39
Views
Integrability of time dependent hitting times of Brownian Motion
Published on
11 Apr 2026 - 10:42
#stochastic-calculus
#brownian-motion
#stochastic-analysis
#stopping-times
151
Views
Black and Scholes option pricing
Published on
12 Apr 2026 - 20:05
#solution-verification
#stochastic-processes
#normal-distribution
#stochastic-calculus
#finance
89
Views
Let $w = e^{sz-\frac{1}{2}t^2}$ where z is a standard wiener process. Find the equation governing w.
Published on
13 Apr 2026 - 10:01
#stochastic-processes
#partial-derivative
#stochastic-calculus
#finance
#differential
147
Views
Itô-Integral with infinite upper bound
Published on
13 Apr 2026 - 13:34
#stochastic-calculus
#brownian-motion
#stochastic-integrals
75
Views
How to find the expectation of joint non-linear SDEs?
Published on
10 Apr 2026 - 3:03
#probability-theory
#stochastic-processes
#expected-value
#stochastic-calculus
#stochastic-differential-equations
121
Views
Where does the randomness come in for conditional expectations $\mathbb{E}[X | \mathcal{F}]$?
Published on
15 Apr 2026 - 5:56
#stochastic-processes
#stochastic-calculus
#conditional-expectation
#stochastic-analysis
112
Views
Grisanov theorem application
Published on
14 Apr 2026 - 4:59
#stochastic-processes
#stochastic-calculus
#martingales
#stochastic-differential-equations
#local-martingales
57
Views
Simple simulation method for fractional brownian motion with linear drift / constant variance?
Published on
05 May 2026 - 10:01
#stochastic-processes
#stochastic-calculus
#brownian-motion
86
Views
Point-set topology in Theorem 6.15 of Le Gall: Brownian Motion, Martingales, and Stochastic Calculus
Published on
13 Apr 2026 - 19:56
#general-topology
#probability-theory
#stochastic-processes
#stochastic-calculus
#markov-process
102
Views
Integrating Poisson Process w.r.t Time
Published on
15 Apr 2026 - 3:14
#integration
#continuity
#stochastic-processes
#stochastic-calculus
#poisson-process
200
Views
Derivative of the Wasserstein Metric between two Gaussians
Published on
11 Apr 2026 - 11:14
#stochastic-calculus
#matrix-calculus
#matrix-decomposition
#wasserstein
60
Views
Limit for the price of a contract including cumulative gussian
Published on
13 Apr 2026 - 7:27
#normal-distribution
#stochastic-calculus
#stochastic-integrals
#gaussian-integral
54
Views
Question on regular function from Kolmogorov equation
Published on
11 Apr 2026 - 9:22
#partial-differential-equations
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
98
Views
Can you factor out a known Brownian Motion during integration?
Published on
12 Apr 2026 - 6:08
#stochastic-calculus
#brownian-motion
#martingales
#markov-process
36
Views
How to obtain the variance of the sum of the slopes of two stochastic variables?
Published on
12 Apr 2026 - 22:00
#probability
#probability-distributions
#stochastic-processes
#stochastic-calculus
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