List questions from stochastic-differential-equations | MathQa

Distribution of $(X(t_1),X(t_2))$ of a diffusion process $X(t)$

Published on 29 Dec 2024 - 14:05

SDE solution with $\mu_t$ a bounded integral

Published on 03 Jan 2025 - 11:24

SLE theory, showing that $T_u$ is a.s. finite

Published on 12 Jan 2025 - 8:49

How to approximate an AR(1) with an Ornstein-Uhlenbeck Process

Published on 12 Jan 2025 - 22:43

Solving StochasticDifferential Equation

Published on 12 Jan 2025 - 22:25

Solve SDE $dX_t = (e^{-\gamma t} - \gamma X_t) dt + 2 e^{-\gamma t/2} \sqrt{X_t} dW_t$

Published on 12 Jan 2025 - 22:45

What practical applications do SDEs and SPDEs have?

Published on 12 Jan 2025 - 8:36

Solve and prove uniqueness of the SDE $dY_t = tY_tdt + e^{t^2/2}dB_t$ without using the general linear SDE formula

Published on 12 Jan 2025 - 22:56

Euler-Maruyama simulation of an SDE

Published on 12 Jan 2025 - 22:24

Which research groups use stochastic processes and/or stochastic differential equations in computer graphics/vision?

Published on 12 Jan 2025 - 22:56