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15
Math.TechQA.Club
2026-03-25 18:58:49
40
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Nonlinear Langevin equation and SDE
Published on
25 Mar 2026 - 18:58
#ordinary-differential-equations
#stochastic-processes
#stochastic-integrals
#stochastic-differential-equations
#statistical-mechanics
51
Views
how to determine amplitude and frequency of Oscillator with random fluctuations?
Published on
25 Mar 2026 - 9:53
#ordinary-differential-equations
#random
#stochastic-differential-equations
#noise
143
Views
Stochastic average of a differential equation is not the same as average of its solutions
Published on
07 Mar 2024 - 16:54
#ordinary-differential-equations
#stochastic-processes
#average
#stochastic-differential-equations
31
Views
Probability of a 2D Brownian motion exiting a circle of radius r before time t.
Published on
07 Mar 2024 - 17:12
#brownian-motion
#stochastic-differential-equations
63
Views
What are the applications of stochastic differential equations to number theory?
Published on
07 Mar 2024 - 17:17
#ordinary-differential-equations
#number-theory
#partial-differential-equations
#reference-request
#stochastic-differential-equations
84
Views
Ito formula for functions in Sobolev spaces
Published on
08 Mar 2024 - 2:46
#partial-differential-equations
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stochastic-differential-equations
74
Views
Proving differentiability of a payoff
Published on
23 Feb 2026 - 2:53
#stochastic-processes
#stochastic-calculus
#stochastic-analysis
#stochastic-differential-equations
#malliavin-calculus
50
Views
The Explicit Solution to the Stochastic Logistic Equation
Published on
09 Mar 2024 - 8:56
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
44
Views
Non-Linear Non-homogenious ODE
Published on
10 Mar 2024 - 14:52
#calculus
#ordinary-differential-equations
#power-series
#stochastic-calculus
#stochastic-differential-equations
36
Views
Autocorrelation of the OU process
Published on
12 Mar 2024 - 8:54
#stochastic-calculus
#stochastic-differential-equations
569
Views
In calculus, if $\frac{dy}{dx}$ is not in fact a fraction, is the equation below for geometric brownian motion technically incorrect?
Published on
12 Mar 2024 - 12:23
#calculus
#probability-theory
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
45
Views
does the regularized heat kernel have the semigroup property?
Published on
27 Mar 2026 - 1:13
#partial-differential-equations
#convolution
#heat-equation
#stochastic-differential-equations
#semigroup-of-operators
39
Views
Understanding notation in Taylor's Formula for Stochastic Differential Equation
Published on
15 Mar 2024 - 14:39
#taylor-expansion
#stochastic-differential-equations
89
Views
Ito's Lemma applied to the Solution to the General Linear Equation
Published on
19 Mar 2024 - 6:41
#stochastic-calculus
#stochastic-differential-equations
23
Views
Regularity and B-S equation
Published on
28 Mar 2026 - 12:12
#probability
#continuity
#finance
#stochastic-differential-equations
#regularity-theory-of-pdes
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