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15
Math.TechQA.Club
2026-03-16 19:22:25
416
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What is appropriate distance between signatures?
Published on
16 Mar 2026 - 19:22
#functional-analysis
#stochastic-processes
#soft-question
#stochastic-differential-equations
#rough-path-theory
99
Views
Can we get back path from signatures?
Published on
22 Mar 2026 - 5:59
#linear-algebra
#functional-analysis
#stochastic-processes
#stochastic-differential-equations
1.7k
Views
Book on stochastic differential equations
Published on
22 Mar 2026 - 13:32
#book-recommendation
#martingales
#time-series
#stochastic-differential-equations
#levy-processes
419
Views
Geometric Brownian motion, product ansatz rationale
Published on
26 Jun 2018 - 18:08
#ordinary-differential-equations
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
283
Views
convergence to SDE
Published on
22 Mar 2026 - 14:53
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stochastic-differential-equations
32
Views
Dynamics of a future option
Published on
22 Mar 2026 - 10:50
#stochastic-integrals
#stochastic-analysis
#stochastic-differential-equations
102
Views
Integral operation on a SDE
Published on
22 Mar 2026 - 15:13
#probability-theory
#stochastic-calculus
#stochastic-analysis
#stochastic-differential-equations
471
Views
A transformation function to be used with Ito's lemma for a specific SDE
Published on
22 Mar 2026 - 10:42
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
783
Views
Discretizing a Stochastic Volatility SDE
Published on
22 Mar 2026 - 9:02
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
207
Views
Are SDE's really "differential"?
Published on
22 Mar 2026 - 4:58
#stochastic-processes
#stochastic-calculus
#stochastic-analysis
#stochastic-differential-equations
99
Views
Substitution in two coupled Ito SDEs
Published on
22 Mar 2026 - 4:43
#stochastic-processes
#random-variables
#stochastic-calculus
#stochastic-analysis
#stochastic-differential-equations
47
Views
Solving Matrix RODEs with 1/f noise
Published on
21 Mar 2026 - 16:23
#stochastic-processes
#stochastic-calculus
#random-matrices
#stochastic-differential-equations
60
Views
SDE multiplied by previsible process
Published on
22 Mar 2026 - 13:15
#stochastic-differential-equations
535
Views
Progressively measurable process.
Published on
21 Mar 2026 - 22:58
#measure-theory
#stochastic-calculus
#stochastic-differential-equations
414
Views
Equality in law of two stochastic processes
Published on
21 Mar 2026 - 18:16
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-integrals
#stochastic-differential-equations
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