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15
Math.TechQA.Club
2026-02-23 06:19:33
62
Views
Equivalent conditions for local martingales
Published on
23 Feb 2026 - 6:19
#stochastic-processes
#stochastic-differential-equations
#local-martingales
64
Views
SDE similar to Ornstein-Uhlenbeck but with monic drift
Published on
30 Apr 2020 - 11:52
#stochastic-processes
#stochastic-differential-equations
42
Views
Reference for quickest detection (sequential hypothesis testing) problems
Published on
01 May 2020 - 21:32
#statistics
#reference-request
#stochastic-processes
#brownian-motion
#stochastic-differential-equations
372
Views
What do the "d" in SDE notation mean?
Published on
05 May 2020 - 9:45
#brownian-motion
#stochastic-differential-equations
31
Views
Rewrite this onto stochastic equation form?
Published on
25 Mar 2026 - 9:31
#stochastic-processes
#stochastic-differential-equations
#hamilton-jacobi-equation
214
Views
Justifying "multiplying by a differential" or a random variable in a stochastic differential equation
Published on
07 May 2020 - 6:00
#probability-theory
#stochastic-calculus
#stochastic-differential-equations
155
Views
How to solve the Black-Scholes equation using Feyman-Kac with two underlying assets?
Published on
07 May 2020 - 9:06
#partial-differential-equations
#finance
#stochastic-differential-equations
1k
Views
Mean and Variance of Geometric Mean Reverting Process
Published on
07 May 2020 - 14:22
#stochastic-processes
#stochastic-calculus
#finance
#stochastic-differential-equations
139
Views
Correlation for log-returns vs correlation for prices
Published on
07 May 2020 - 18:18
#stochastic-processes
#stochastic-differential-equations
567
Views
Feller condition for CIR process positivity
Published on
23 Feb 2026 - 4:50
#probability
#stochastic-processes
#stochastic-differential-equations
#stochastic-pde
83
Views
Stochastic Integrals: Approximating $f(t,\omega)$ by $ke^{-kt} \int_0^t e^{ks} f(s,\omega)ds$
Published on
11 May 2020 - 0:53
#real-analysis
#analysis
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
1.4k
Views
Using Itos Lemma To Derive an Ito Stochastic Differential Equation
Published on
11 May 2020 - 20:52
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stochastic-differential-equations
79
Views
Itô Integration by parts on a distribution for defaulted banks
Published on
23 Feb 2026 - 4:55
#integration
#probability-theory
#stochastic-differential-equations
#nonlinear-dynamics
#stochastic-pde
312
Views
Moments of solution of simple SDE
Published on
13 May 2020 - 6:38
#probability
#probability-theory
#stochastic-calculus
#stochastic-differential-equations
273
Views
Predictable Quadratic Variation of $M^2-4\int_{0}^{t}W^2_s ds$
Published on
23 Feb 2026 - 6:37
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stochastic-differential-equations
#quadratic-variation
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