List questions from stochastic-pde

Published on 01 Nov 2021 - 20:18

72

Views

Showing a joint process is markov

Published on 20 Nov 2021 - 6:09

133

Views

Deriving the SPDE from its solution

Published on 30 Nov 2021 - 16:07

69

Views

A continuous $\overline{\mathbb{F}^W}$ - adapted process X is $\sigma(W)$ - measureable.

Published on 21 Dec 2021 - 9:35

265

Views

Reference for proof that an SDE with locally Lipschitz coefficients and linear growth has a unique strong solution

Published on 21 Dec 2021 - 11:51

70

Views

Time marginal of Brownian motion and Heat Equation

Published on 10 Jan 2022 - 3:12

95

Views

Killing the nonlinearity in SPDE

Published on 11 Jan 2022 - 17:47

86

Views

State constraint on stochastic optimal control

Published on 02 Mar 2022 - 18:37

196

Views

Forward Fokker-Planck equation for stochastic differential equation with colored noise

Published on 23 Mar 2022 - 12:40

206

Views

Show that every continuous Lévy process is a Wiener process

Published on 05 Apr 2022 - 18:03

63

Views

Show that $\operatorname E\left[\|X\|^n\right]<\infty$ implies that the characteristic function of $X$ is $n$-times differentiable

Published on 06 Apr 2022 - 19:07

48

Views

Can I use Feyman-Kac here when the derivative is squared?

Published on 29 May 2022 - 9:42

102

Views

About an SDE problem

Published on 29 Jul 2022 - 8:58

82

Views

Martingale processes

Published on 31 Jul 2022 - 16:59

44

Views

Can stochastic PDE theory be applied to elliptic PDE to get the solvability when it's hard to use traditional prior estimate or flow approach

Published on 21 Sep 2022 - 15:28

List Question

Cylindrical Brownian motion?

Showing a joint process is markov

Deriving the SPDE from its solution

A continuous $\overline{\mathbb{F}^W}$ - adapted process X is $\sigma(W)$ - measureable.

Reference for proof that an SDE with locally Lipschitz coefficients and linear growth has a unique strong solution

Time marginal of Brownian motion and Heat Equation

Killing the nonlinearity in SPDE

State constraint on stochastic optimal control

Forward Fokker-Planck equation for stochastic differential equation with colored noise

Show that every continuous Lévy process is a Wiener process

Show that $\operatorname E\left[\|X\|^n\right]<\infty$ implies that the characteristic function of $X$ is $n$-times differentiable

Can I use Feyman-Kac here when the derivative is squared?

About an SDE problem

Martingale processes

Can stochastic PDE theory be applied to elliptic PDE to get the solvability when it's hard to use traditional prior estimate or flow approach

Trending Questions

Popular # Hahtags

Popular Questions