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15
Math.TechQA.Club
2021-08-26 18:10:56
66
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SDE and elliptic operators
Published on
26 Aug 2021 - 18:10
#probability
#probability-theory
#stochastic-processes
#stochastic-differential-equations
107
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how does the mean of a measure of independent geometric brownian motions evolve?
Published on
27 Aug 2021 - 18:41
#stochastic-calculus
#stochastic-analysis
#stochastic-differential-equations
60
Views
Fokker-Planck Equation of an Euler Scheme
Published on
25 Mar 2026 - 19:03
#probability-distributions
#partial-differential-equations
#stochastic-processes
#stochastic-differential-equations
#eulers-method
172
Views
Determining Properties of Stochastic Differential Equation as Drift Tends to $0$
Published on
03 Sep 2021 - 16:19
#calculus
#stochastic-processes
#brownian-motion
#stochastic-differential-equations
83
Views
SABR system with sdeint
Published on
23 Feb 2026 - 13:40
#brownian-motion
#stochastic-differential-equations
#python
#stochastic-pde
173
Views
Solving SDE with Ito Integral inside drift
Published on
06 Sep 2021 - 20:54
#brownian-motion
#finance
#stochastic-differential-equations
454
Views
Application of Feynmann/Kac for solving partial differential equation
Published on
08 Sep 2021 - 8:58
#partial-differential-equations
#conditional-expectation
#stochastic-differential-equations
45
Views
Are there nontrivial differentiable semimartingales? Or is there another sensible way to differentiate a Langevin-type equation?
Published on
11 Sep 2021 - 14:14
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
231
Views
Ito lemma on product of Brownian motion and Poisson process
Published on
12 Sep 2021 - 11:38
#stochastic-calculus
#brownian-motion
#poisson-process
#stochastic-differential-equations
325
Views
Derivation of HJB equation and Ito lemma
Published on
26 Mar 2026 - 1:10
#stochastic-calculus
#brownian-motion
#poisson-process
#stochastic-differential-equations
#hamilton-jacobi-equation
122
Views
Strong solutions of SDEs in electrical engineering
Published on
13 Sep 2021 - 17:52
#physics
#stochastic-calculus
#signal-processing
#applications
#stochastic-differential-equations
45
Views
The non-negativity condition of a discretized mean-reverting Heston model with stochastic violatilities
Published on
14 Sep 2021 - 4:14
#stochastic-processes
#finance
#stochastic-differential-equations
1.4k
Views
Fokker-Planck equation for Ito processes: link with Ito's lemma?
Published on
16 Sep 2021 - 21:52
#reference-request
#stochastic-processes
#stochastic-calculus
#intuition
#stochastic-differential-equations
80
Views
Numerical solution of BSDEs
Published on
25 Sep 2021 - 3:04
#analysis
#partial-differential-equations
#numerical-methods
#stochastic-differential-equations
139
Views
Path of a particle with Brownian heading
Published on
28 Sep 2021 - 19:54
#stochastic-processes
#brownian-motion
#stochastic-differential-equations
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