MATH
Login Or Sign up

List Question

15
183
Views

Apparent inconsistency in Skorohod integration

Published on
#probability-theory #stochastic-calculus #brownian-motion #stochastic-integrals #malliavin-calculus
2.4k
Views

Prove stochastic exponential to be a martingale

Published on
#probability #stochastic-processes #martingales #stochastic-integrals #stochastic-pde
48
Views

Pathwise closeness of solutions of SDE's

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis
117
Views

Does $Z(t)$ have stationary increments?

Published on
#probability #stochastic-processes #brownian-motion #stochastic-integrals
1.9k
Views

Probability of a bomb disrupting the traffic, can you help me check if it's right?

Published on
#probability #statistics #stochastic-integrals
1.3k
Views

Integrate function of a Gaussian white noise process w.r.t. time?

Published on
#probability #integration #definite-integrals #stochastic-processes #stochastic-integrals
160
Views

A question on relationship between quadraticc variation of right continuous martingales?

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis #quadratic-variation
456
Views

Compute the $n$th stochastic integral of Brownian motions

Published on
#probability-theory #brownian-motion #stochastic-integrals #hermite-polynomials
718
Views

How can we show that the Dolean Dade exponential is a supermartingale without using the Ito's lemma

Published on
#stochastic-calculus #brownian-motion #martingales #stochastic-integrals #stochastic-analysis
1.1k
Views

linear stochastic differential equation: expectation and covariance

Published on
#probability #stochastic-processes #expectation #stochastic-calculus #stochastic-integrals
32
Views

Two different ways of expressing a stochastic integral?

Published on
#brownian-motion #stochastic-integrals
1k
Views

Exit time of a stochastic process defined by a SDE

Published on
#reference-request #stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-differential-equations
592
Views

When do the Ito integral and the Riemann Stieltjes integral coincide?

Published on
#stochastic-processes #stochastic-integrals
39
Views

Can this function: $\int_0^t({B_s}^2+s)^2$ $ds$ be simplified any further using Ito's Lemma or other methods?

Published on
#stochastic-calculus #brownian-motion #stochastic-integrals
32
Views

Jumping times on Borel sets away from zero are stopping times

Published on
#probability-theory #stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis

Trending Questions

Popular # Hahtags

geometry circles algebraic-number-theory functions real-analysis elementary-set-theory proof-verification proof-writing number-theory elementary-number-theory puzzle game-theory calculus multivariable-calculus partial-derivative complex-analysis logic set-theory second-order-logic homotopy-theory winding-number ordinary-differential-equations numerical-methods derivatives integration definite-integrals probability limits sequences-and-series algebra-precalculus

Popular Questions

Copyright © 2021 JogjaFile Inc.