MATH
Login Or Sign up

List Question

15
59
Views

Expectation of Ito Integrals.

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals
110
Views

Heston Model and antithetic variables

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals
44
Views

Expectation of a maximum function (Option pricing)

Published on
#stochastic-calculus #finance #expected-value
83
Views

Is the solution of $dX_t=f(X_t)dt+dW_t$ continuous?

Published on
#probability #stochastic-calculus
156
Views

Find the covariance of $x_{t} = x_{0}e^{-\alpha t} + \rho \int_{0}^{t} e^{-\alpha(t-s)}dW_{s}$

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-differential-equations
145
Views

Itô isometry for process that is not starting at 0?

Published on
#probability-distributions #stochastic-processes #normal-distribution #stochastic-calculus #stochastic-integrals
107
Views

Bayes formula measure change

Published on
#stochastic-calculus #radon-nikodym
109
Views

Expectation of an integral depending on Brownian motion

Published on
#probability #stochastic-processes #stochastic-calculus #brownian-motion
58
Views

Express Gaussian process similar to Ito diffusion form

Published on
#linear-algebra #stochastic-processes #stochastic-calculus
2.3k
Views

Brownian motion and conditional probability

Published on
#stochastic-processes #stochastic-calculus #brownian-motion
3.6k
Views

Calculating Expectation and Variance of $S_t$, stochastic differential equation.

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #expected-value #variance
3.7k
Views

Is $W^2-t$ martingale?

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #martingales #stochastic-analysis
544
Views

To show martingale, what other conditions do you need to check if the process has zero drift?

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #martingales
209
Views

Explain in words why $2^{W_t}$ is not a martingale

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #martingales
124
Views

Variance of certain Ito-process

Published on
#stochastic-calculus #stochastic-integrals #stochastic-analysis

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.