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15
Math.TechQA.Club
2026-03-21 22:20:27
177
Views
A question on the application of Ito's lemma
Published on
21 Mar 2026 - 22:20
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
#change-of-variable
409
Views
Do i.i.d. stochastic processes exist in continuous time?
Published on
25 Mar 2026 - 1:33
#probability-theory
#stochastic-processes
#stochastic-differential-equations
#noise
203
Views
Is there a explicit formula for Levy's area in terms of signature for higher dimension?
Published on
25 Mar 2026 - 5:00
#linear-algebra
#stochastic-processes
#soft-question
#stochastic-differential-equations
#rough-path-theory
149
Views
Relation between signatures of path and signature of Fourier Transform of the path.
Published on
16 Mar 2026 - 17:40
#linear-algebra
#stochastic-processes
#soft-question
#stochastic-differential-equations
#rough-path-theory
262
Views
Quadratic variation of logarithm of Bessel process
Published on
23 Feb 2026 - 2:57
#stochastic-processes
#stochastic-differential-equations
#quadratic-variation
74
Views
Solve Ornstein-Uhlenbeck SDE : $dX_t=(-\alpha +\beta X_t)dt+\sigma dB_t.$
Published on
21 Mar 2026 - 19:37
#stochastic-differential-equations
644
Views
Solution of SDE (regarding integrating factor)
Published on
22 Mar 2026 - 13:17
#stochastic-processes
#partial-derivative
#stochastic-calculus
#stochastic-differential-equations
172
Views
Matrix valued Geometric Brownian Motion
Published on
22 Mar 2026 - 13:06
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
66
Views
How can I go from the most general case of jump-diffusion process to the particular one?
Published on
21 Mar 2026 - 17:02
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
212
Views
SDE: conditions for the process to be normal and/or stationary
Published on
22 Mar 2026 - 12:24
#normal-distribution
#random
#stochastic-differential-equations
#stationary-processes
800
Views
Brownian motion with absorbing boundary
Published on
21 Mar 2026 - 17:46
#probability-theory
#brownian-motion
#markov-process
#stopping-times
#stochastic-differential-equations
190
Views
Distance between SDE solutions with different initial values
Published on
21 Mar 2026 - 16:45
#stochastic-processes
#stochastic-calculus
#martingales
#stochastic-analysis
#stochastic-differential-equations
79
Views
Inequality for supremum of running maximum
Published on
22 Mar 2026 - 1:22
#stochastic-calculus
#brownian-motion
#stochastic-analysis
#stochastic-differential-equations
917
Views
How can I solve the following two dimensional Stochastic Differential Equation?
Published on
21 Mar 2026 - 22:45
#probability-theory
#stochastic-calculus
#stochastic-differential-equations
68
Views
Where did this method for solving the following SDE go wrong?
Published on
22 Mar 2026 - 15:38
#stochastic-calculus
#stochastic-differential-equations
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