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15
Math.TechQA.Club
2014-06-18 17:45:05
731
Views
Strong solution of stochastic differential equation
Published on
18 Jun 2014 - 17:45
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stochastic-differential-equations
428
Views
inverse function type SDE
Published on
21 Jun 2014 - 14:23
#stochastic-calculus
#stochastic-differential-equations
198
Views
Stochastic Differential equations with $\sin(x^2)$ as drift.
Published on
27 Jun 2014 - 18:39
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
4k
Views
Matlab Code to simulate trajectories of Ito process.
Published on
29 Jun 2014 - 0:58
#matlab
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
1.7k
Views
Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus
Published on
30 Jun 2014 - 17:35
#stochastic-integrals
#stochastic-differential-equations
280
Views
Stochastic inequality, true?
Published on
10 Jul 2014 - 0:08
#probability-theory
#stochastic-processes
#stochastic-analysis
#stochastic-differential-equations
92
Views
Given a process what is the stochastic differential equation it fulfils?
Published on
29 Jul 2014 - 19:34
#stochastic-calculus
#stochastic-differential-equations
5k
Views
Quadratic Variation of Diffusion Process and Geometric Brownian Motion
Published on
23 Feb 2026 - 2:56
#reference-request
#stochastic-processes
#brownian-motion
#stochastic-differential-equations
#quadratic-variation
235
Views
Explicit solution SDE?
Published on
25 Aug 2014 - 7:59
#stochastic-processes
#stochastic-differential-equations
1.1k
Views
Solve $dX_t = (\sqrt{1+X_t^2} + \frac{1}{2}X_t) \, dt + \sqrt{1+X_t^2} \, dW_t$ explicitly
Published on
31 Aug 2014 - 23:33
#probability
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
1.1k
Views
Ito with the function containing stochastic integral
Published on
20 Sep 2014 - 14:39
#stochastic-processes
#stochastic-integrals
#stochastic-differential-equations
225
Views
Rewriting Diffusion Processes: Combining Independent Wiener Processes
Published on
28 Sep 2014 - 11:23
#stochastic-calculus
#stochastic-analysis
#stochastic-differential-equations
2.5k
Views
How to solve a linear stochastic differential equation?
Published on
08 Oct 2014 - 10:10
#brownian-motion
#stochastic-integrals
#stochastic-differential-equations
74
Views
Infinitesimal generator of Time dependent process
Published on
10 Oct 2014 - 10:14
#ordinary-differential-equations
#stochastic-processes
#stochastic-calculus
#stopping-times
#stochastic-differential-equations
423
Views
Stochastic Differential equation, expectation and variance
Published on
19 Oct 2014 - 21:00
#ordinary-differential-equations
#stochastic-processes
#differential
#stochastic-differential-equations
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