MATH
Login Or Sign up

List Question

15
45
Views

Open source solver for continuous-time non-linear stochastic DAEs (SDAEs)

Published on
#ordinary-differential-equations #stochastic-processes #matlab #nonlinear-system #stochastic-pde
418
Views

Student T distribution as a solution of a differential equation

Published on
#real-analysis #probability #ordinary-differential-equations #partial-differential-equations #stochastic-pde
80
Views

Black-Scholes model: Problems with $V_0$ and with maximum

Published on
#probability #partial-differential-equations #finance #maximum-likelihood #stochastic-pde
298
Views

Solution of a backward stochastic differential equation

Published on
#stochastic-processes #stochastic-calculus #stochastic-pde
3.1k
Views

Characterization of $C^{k,\alpha}$ (functions with Hölder continuous derivatives) through Taylor estimates

Published on
#real-analysis #derivatives #holder-spaces #stochastic-pde
284
Views

Hilbert valued martingales - help with reference

Published on
#functional-analysis #banach-spaces #stochastic-integrals #stochastic-analysis #stochastic-pde
285
Views

Understanding the "distribution-valued" solution of a SPDE

Published on
#reference-request #partial-differential-equations #soft-question #intuition #stochastic-pde
289
Views

How does the Kunita-Watanabe identity generalize to stochastic integration on Hilbert spaces?

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-pde
147
Views

Connection SDE and PDE problem with time dependent probability measure

Published on
#stochastic-processes #stochastic-calculus #stochastic-analysis #stochastic-pde
181
Views

Fourier transform of KPZ equation

Published on
#ordinary-differential-equations #fourier-transform #stochastic-pde
79
Views

If $M,N$ are martingales on a Hilbert space, then the Radon-Nikodým derivatives $\frac{{\rm d}[⟨M,e_m⟩,⟨N,e_n⟩]}{{\rm d}([M]+[N])}$ are summable

Published on
#stochastic-processes #stochastic-calculus #martingales #stochastic-analysis #stochastic-pde
362
Views

Martingale problems and SPDEs

Published on
#stochastic-processes #stochastic-calculus #stochastic-pde
60
Views

Proof of unique existence of Stochastic Wave Equation (d=1)

Published on
#stochastic-pde
33
Views

Gaussian Measure of a submanifold is 0

Published on
#hilbert-spaces #banach-spaces #stochastic-analysis #gaussian #stochastic-pde
102
Views

Stochastic integration by parts for random point processes

Published on
#integration #stochastic-processes #stochastic-pde #point-processes

Trending Questions

Popular # Hahtags

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

Popular Questions

Copyright © 2021 JogjaFile Inc.