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15
Math.TechQA.Club
2026-03-29 20:21:47
459
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Equivalence of Itō and Stratonovich equations and how we ensure that the latter are well-defined
Published on
29 Mar 2026 - 20:21
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stochastic-differential-equations
139
Views
Probability a Brownian Motion intersects a curve without Monte Carlo
Published on
29 Mar 2026 - 16:38
#stochastic-calculus
#brownian-motion
#stochastic-integrals
#monte-carlo
85
Views
Calculating Probability avoiding painful Iteration
Published on
01 Apr 2026 - 18:52
#probability
#sequences-and-series
#random
#stochastic-integrals
940
Views
Stochastic integral with stopping time
Published on
06 Aug 2017 - 11:47
#probability
#stochastic-processes
#stochastic-integrals
81
Views
Is there a method for predicting/recovering/extracting the parameters in data generated from a stochastic differential equation?
Published on
03 Apr 2026 - 22:37
#stochastic-processes
#stochastic-calculus
#regression
#stochastic-integrals
#stochastic-analysis
432
Views
Using Multivariate Ito's Lemma on function of Ito integral
Published on
12 Aug 2017 - 17:19
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
3.8k
Views
expectation of $\int_0^t W_s^2 dW_s $ (integral of square of brownian wrt to brownian)
Published on
13 Aug 2017 - 8:22
#stochastic-processes
#expectation
#brownian-motion
#stochastic-integrals
140
Views
Simulation of pinned diffusion process
Published on
16 Aug 2017 - 18:40
#stochastic-processes
#numerical-methods
#stochastic-calculus
#brownian-motion
#stochastic-integrals
1.4k
Views
Lebesgue integral of Gaussian process is Gaussian.
Published on
18 Aug 2017 - 14:50
#probability
#probability-theory
#stochastic-processes
#lebesgue-integral
#stochastic-integrals
468
Views
differential of the geometric brownian motion as a step for the solution of a linear stochastic differential equation
Published on
19 Aug 2017 - 22:02
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
153
Views
Two Brownian Motions and stopping time: expected value and variance
Published on
31 Mar 2026 - 12:13
#stochastic-processes
#brownian-motion
#stochastic-integrals
#stopping-times
73
Views
Itô's Lemma and expected values
Published on
23 Feb 2026 - 10:15
#probability
#stochastic-integrals
#moment-generating-functions
#stochastic-pde
160
Views
Girsanov transformation brownian motion
Published on
05 Sep 2017 - 18:59
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
377
Views
Distribution of a stochastic integral
Published on
06 Sep 2017 - 17:04
#stochastic-calculus
#stochastic-integrals
323
Views
Weak convergence of stochastic integrals
Published on
07 Sep 2017 - 13:03
#stochastic-integrals
#stochastic-analysis
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