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15
Math.TechQA.Club
2021-04-18 05:33:50
196
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Find the solution $f(x, t)$ to the partial differential equation for $0 \leq t \leq 1$
Published on
18 Apr 2021 - 5:33
#stochastic-processes
#brownian-motion
#stochastic-integrals
#stochastic-differential-equations
484
Views
Solving SDE Help Xt^2
Published on
18 Apr 2021 - 7:00
#probability
#stochastic-processes
#brownian-motion
#stochastic-integrals
#stochastic-differential-equations
56
Views
Expectation of SDE
Published on
18 Apr 2021 - 13:43
#integration
#stochastic-processes
#brownian-motion
#stochastic-differential-equations
92
Views
Solve the SDE $d X_{t}=X_{t} B_{t} d t-X_{t} d B_{t}$
Published on
23 Feb 2026 - 13:45
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
#stochastic-pde
827
Views
Second order SDE solutions
Published on
19 Apr 2021 - 10:08
#stochastic-differential-equations
173
Views
When can standard numerical integration techniques be used to integrate a system with noise?
Published on
25 Mar 2026 - 23:37
#stochastic-processes
#numerical-methods
#stochastic-differential-equations
#noise
767
Views
Overdamped vs Underdamped Langevin
Published on
25 Mar 2026 - 18:53
#mathematical-modeling
#stochastic-differential-equations
#stationary-processes
#statistical-mechanics
#hamilton-equations
46
Views
Simulating stochastic differential equation with jumps.
Published on
28 Mar 2026 - 3:00
#numerical-methods
#stochastic-calculus
#stochastic-differential-equations
#simulation
161
Views
Conditional expectation of controlled diffusion process with respect to a trajectory of the control
Published on
20 Apr 2021 - 16:38
#probability
#stochastic-processes
#conditional-expectation
#control-theory
#stochastic-differential-equations
244
Views
How to calculate $(dX_t)^2$ in Itô's Formula
Published on
21 Apr 2021 - 20:39
#stochastic-integrals
#stochastic-analysis
#stochastic-differential-equations
166
Views
Why is this a martingale (SDE)?
Published on
22 Apr 2021 - 19:38
#stochastic-calculus
#martingales
#stochastic-differential-equations
27
Views
SDE of translated process $X(t) + a$
Published on
25 Apr 2021 - 23:15
#calculus
#stochastic-processes
#solution-verification
#stochastic-calculus
#stochastic-differential-equations
470
Views
Zero-coupon bond Vasicek model
Published on
26 Apr 2021 - 15:16
#stochastic-processes
#stochastic-differential-equations
23
Views
How to interpret boundary noise?
Published on
27 Apr 2021 - 8:46
#stochastic-analysis
#boundary-value-problem
#stochastic-differential-equations
100
Views
Prove that $dX_t=1_{(0,\infty )}(X_t)dW_t$ has a strong solution
Published on
28 Apr 2021 - 8:15
#stochastic-processes
#stochastic-differential-equations
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