MATH
Login Or Sign up

List Question

15
9.8k
Views

Regular matrix and regular stochastic matrix

Published on
#linear-algebra #matrices #stochastic-processes #stochastic-calculus
843
Views

Prove a P Martingale

Published on
#stochastic-calculus #martingales
9.4k
Views

Solving a Stochastic Differential Equation (SDE)

Published on
#stochastic-calculus #stochastic-differential-equations
149
Views

Black Scholes Pricing of a claim

Published on
#stochastic-calculus
62
Views

I want to show $\operatorname{Cov}(X(t),X(s))=\min(s,t)- \frac{st}{T}.$

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals
78
Views

Plot histogram and density function

Published on
#statistics #graphing-functions #stochastic-calculus
302
Views

The Vacisek Model and the short rate process

Published on
#probability-theory #stochastic-processes #stochastic-calculus #martingales
2.9k
Views

Difference between Borel Sigma algebra and Cylindrical sigma algebra?

Published on
#real-analysis #probability #measure-theory #probability-theory #stochastic-calculus
89
Views

Pricing a claim dependent on two stock processes

Published on
#stochastic-calculus
2k
Views

Using Ito's Lemma with more than one brownian motion term

Published on
#stochastic-calculus #brownian-motion
881
Views

Problem on Solving Stochastic Differential Equation

Published on
#ordinary-differential-equations #stochastic-processes #stochastic-calculus
378
Views

Lookback option with floating strike: boundary condition

Published on
#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion #martingales
1.4k
Views

Power spectral density of convolution of stochastic processes

Published on
#stochastic-processes #stochastic-calculus #convolution #stochastic-analysis
1.6k
Views

Proving a Self Financing Portfolio

Published on
#stochastic-calculus #brownian-motion
48
Views

Let Y be a random variable with $0\le Y\le 1.$

Published on
#stochastic-calculus #stochastic-analysis #monte-carlo

Trending Questions

Popular # Hahtags

second-order-logic numerical-methods puzzle logic probability number-theory winding-number real-analysis integration calculus complex-analysis sequences-and-series proof-writing set-theory functions homotopy-theory elementary-number-theory ordinary-differential-equations circles derivatives game-theory definite-integrals elementary-set-theory limits multivariable-calculus geometry algebraic-number-theory proof-verification partial-derivative algebra-precalculus

Popular Questions

Copyright © 2021 JogjaFile Inc.