List questions from stochastic-differential-equations

Published on 25 Mar 2026 - 7:43

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Relation between the white noise and the Brownian motion.

Published on 11 Jul 2020 - 23:41

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Reference request : existence and uniqueness of solution to a certain class of SPDE

Published on 23 Feb 2026 - 4:55

80

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Solution of SDE

Published on 14 Jul 2020 - 14:20

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Stochastic Differential Equation for Tensor Product of Diffusion Processes

Published on 14 Jul 2020 - 14:31

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Discretization formula for system of differential equations. "Solution to one of these is the initial condition of the other". In which sense?

Published on 26 Mar 2026 - 14:23

201

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Stochastic Gradient Descent Converges Not to a Maximum Point

Published on 14 Jul 2020 - 22:20

187

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List of diffusion processes with known transition probabilities

Published on 26 Mar 2026 - 1:26

175

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Confirming solution to a Langevin equation using Fourier series

Published on 25 Mar 2026 - 5:06

172

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What does $\sigma(v(t))$ in a Langevin equation refer to?

Published on 20 Jul 2020 - 19:49

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Finding the second moment of a control system

Published on 28 Jul 2020 - 9:51

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Question about the solution to the SDE $dX_t = 1_{(0,\infty)}(X_t)dB_t, \; X_0 \coprod B$

Published on 29 Jul 2020 - 7:01

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Stationary distributions of diffusion $dX(t) = -\nabla U(X(t))dt + \sqrt{2}dB_t^d$, when $U$ is $C^1(R^d \to R)$ and $\nabla U$ is Lipschitz

Published on 29 Jul 2020 - 12:52

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Approximations in Stochastic Differential Equations

Published on 25 Mar 2026 - 12:52

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Proving an SDE has a unique strong solution

Published on 12 Jul 2016 - 16:45

List Question

Linear quadratic stochastic optimal control problem confusion with Hamilton-Jacobi Bellman equation

Relation between the white noise and the Brownian motion.

Reference request : existence and uniqueness of solution to a certain class of SPDE

Solution of SDE

Stochastic Differential Equation for Tensor Product of Diffusion Processes

Discretization formula for system of differential equations. "Solution to one of these is the initial condition of the other". In which sense?

Stochastic Gradient Descent Converges Not to a Maximum Point

List of diffusion processes with known transition probabilities

Confirming solution to a Langevin equation using Fourier series

What does $\sigma(v(t))$ in a Langevin equation refer to?

Finding the second moment of a control system

Question about the solution to the SDE $dX_t = 1_{(0,\infty)}(X_t)dB_t, \; X_0 \coprod B$

Stationary distributions of diffusion $dX(t) = -\nabla U(X(t))dt + \sqrt{2}dB_t^d$, when $U$ is $C^1(R^d \to R)$ and $\nabla U$ is Lipschitz

Approximations in Stochastic Differential Equations

Proving an SDE has a unique strong solution

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