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15
Math.TechQA.Club
2026-03-25 01:38:29
90
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How to solve this stochastic differential equation, $dx_t=\mu dt+(\sigma-\bar{\sigma}x_t)dW_t$?
Published on
25 Mar 2026 - 1:38
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
279
Views
Time to first jump for doubly stochastic poisson process (cox process)
Published on
03 Sep 2018 - 19:27
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#poisson-distribution
15.4k
Views
brownian motion - expected value
Published on
04 Sep 2018 - 12:55
#probability
#stochastic-calculus
#stochastic-integrals
1.3k
Views
Calculate a multiple Ito integral
Published on
05 Sep 2018 - 13:53
#probability-theory
#stochastic-calculus
#brownian-motion
#stochastic-integrals
119
Views
Multi-Dimensonal Burkholder Davis Gundy ineuqality
Published on
20 Sep 2018 - 6:45
#inequality
#stochastic-calculus
#martingales
#stochastic-integrals
#stochastic-analysis
1k
Views
Geometric Brownian Motion With Mean Reversion
Published on
22 Mar 2026 - 17:04
#stochastic-processes
#stochastic-integrals
#stochastic-pde
229
Views
Are Ito Integrals adapted to the Brownian Motion Filtration 2
Published on
22 Sep 2018 - 7:02
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
36
Views
Functions of a random vector
Published on
23 Sep 2018 - 17:17
#stochastic-processes
#random-variables
#stochastic-calculus
#stochastic-integrals
#density-function
764
Views
How is the time integral of a stochastic process distributed?
Published on
02 Oct 2018 - 5:36
#integration
#stochastic-processes
#stochastic-integrals
31
Views
Equivalence class of stochastic integrals
Published on
03 Oct 2018 - 4:39
#stochastic-processes
#stochastic-integrals
144
Views
Brownian Motion/Ito Integral Variance
Published on
03 Oct 2018 - 10:46
#probability
#probability-theory
#lebesgue-integral
#brownian-motion
#stochastic-integrals
806
Views
Why is a Itô integral w.r.t. Brownian motion a martingale?
Published on
03 Oct 2018 - 19:15
#probability-theory
#stochastic-processes
#stochastic-integrals
106
Views
Reverse-Girsanov
Published on
04 Oct 2018 - 15:37
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
293
Views
Characterization of stationary distribution of diffusion process
Published on
04 Oct 2018 - 22:19
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stationary-processes
157
Views
Set of bounded elementary (simple) processes is a vector space
Published on
12 Oct 2018 - 16:00
#probability-theory
#stochastic-processes
#stochastic-calculus
#finance
#stochastic-integrals
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