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15
Math.TechQA.Club
2026-03-25 00:47:50
2.4k
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Coupled stochastic differential equations?
Published on
25 Mar 2026 - 0:47
#stochastic-processes
#stochastic-differential-equations
7.8k
Views
How can I write an SDE in Matlab?
Published on
24 Mar 2026 - 23:05
#probability
#ordinary-differential-equations
#stochastic-calculus
#matlab
#stochastic-differential-equations
655
Views
$dX_t=-\mu X_tdt + \sigma dW_t$. Prove that $X_t = e^{-\mu t}X_0 + \sigma \int_0^t e^{-\mu(t-u)}dW_u $
Published on
24 Mar 2026 - 17:49
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-integrals
#stochastic-differential-equations
973
Views
Solution to a stochastic differential equation
Published on
24 Mar 2026 - 21:49
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
1.7k
Views
Solving the SDE $dX_t=bdt+cX_t dW_t$
Published on
25 Mar 2026 - 7:00
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
86
Views
Does this Stochastic Differential Equation have a name?
Published on
25 Mar 2026 - 10:57
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
321
Views
Path solution for a SDE
Published on
24 Mar 2026 - 17:24
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
307
Views
Question about a Bessel process
Published on
24 Mar 2026 - 21:48
#stochastic-processes
#stochastic-integrals
#stochastic-differential-equations
775
Views
How to solve this SDE ? stuck half way
Published on
24 Mar 2026 - 16:44
#stochastic-processes
#stochastic-integrals
#stochastic-differential-equations
9.4k
Views
Solving a Stochastic Differential Equation (SDE)
Published on
24 Mar 2026 - 19:56
#stochastic-calculus
#stochastic-differential-equations
1.2k
Views
Solve the linear SDE $dX_t = aX_t \, dt +(b+cX_t) \, dW_t$
Published on
24 Mar 2026 - 20:42
#stochastic-calculus
#stochastic-differential-equations
1.4k
Views
Stochastic differential equation with trigonometric functions
Published on
25 Mar 2026 - 3:33
#stochastic-integrals
#stochastic-differential-equations
538
Views
Solve the SDE $dX_t = \frac{1}{2}\sigma(X_t)\sigma'(X_t)dt+\sigma(X_t)dW_t$
Published on
24 Mar 2026 - 19:56
#stochastic-integrals
#stochastic-differential-equations
81
Views
On the confinement to $[0;1]$ of the solution of $dX_{t}=(1-X_{t})X_{t}dB_{t}$
Published on
25 Mar 2026 - 12:42
#probability-theory
#stochastic-processes
#stochastic-differential-equations
556
Views
How to solve the SDE $dX_t = \frac{b-X_t}{T-t} \,dt + dW_t$?
Published on
25 Mar 2026 - 11:23
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
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