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15
Math.TechQA.Club
2026-04-29 12:52:11
86
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Stochastic DEs.
Published on
29 Apr 2026 - 12:52
#stochastic-processes
#stochastic-integrals
#stochastic-differential-equations
318
Views
Solution of $ X_t=x+\int_0^t \sqrt{1+X_s^2}dB_s+\frac{1}{2}\int_0^t X_sds$
Published on
29 Apr 2026 - 12:51
#stochastic-calculus
#brownian-motion
#stochastic-integrals
#stochastic-differential-equations
636
Views
How to calculate signatures numerically in rough path theory.
Published on
05 May 2026 - 0:14
#reference-request
#soft-question
#stochastic-differential-equations
#rough-path-theory
208
Views
Is there an example of nonexistence of a weak solution to a stochastic differential equation?
Published on
29 Apr 2026 - 12:52
#stochastic-differential-equations
2.8k
Views
Rewriting sum of correlated Brownian Motions as a single brownian motion
Published on
29 Apr 2026 - 12:51
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
313
Views
Finding mean first passage time for reflecting Brownian motion
Published on
29 Apr 2026 - 12:51
#ordinary-differential-equations
#partial-differential-equations
#expectation
#stochastic-calculus
#stochastic-differential-equations
95
Views
Prove that $X_t$ of the given SDE converges to $0$ a.s. as $t\uparrow 1$
Published on
29 Apr 2026 - 12:51
#probability
#probability-theory
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
294
Views
Is there a relation between derivative of a smooth path and the signature?
Published on
05 May 2026 - 0:09
#stochastic-processes
#banach-spaces
#stochastic-analysis
#stochastic-differential-equations
#rough-path-theory
193
Views
Can someone walk me through this stochastic differential equation?
Published on
29 Apr 2026 - 12:52
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
116
Views
Compact support in Dynkin's formula
Published on
29 Apr 2026 - 12:52
#stochastic-processes
#stochastic-analysis
#stochastic-differential-equations
232
Views
What does $ C_{-\infty}$mean
Published on
10 May 2026 - 12:10
#linear-algebra
#functional-analysis
#soft-question
#stochastic-differential-equations
653
Views
Show that this stochastic process is a.s. strictly positive.
Published on
29 Apr 2026 - 12:51
#probability-theory
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
1k
Views
Exit time of a stochastic process defined by a SDE
Published on
29 Apr 2026 - 12:52
#reference-request
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
412
Views
Densities of strong solutions to SDE's
Published on
29 Apr 2026 - 12:51
#probability-theory
#stochastic-analysis
#stochastic-differential-equations
281
Views
rate of Convergence for a dynamical system
Published on
29 Apr 2026 - 12:51
#dynamical-systems
#stochastic-differential-equations
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