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15
Math.TechQA.Club
2026-03-25 14:27:05
193
Views
Doob's Optional Stopping Theorem: $\xi_\tau$ vs $\xi_{\tau\land n}$
Published on
25 Mar 2026 - 14:27
#stochastic-processes
#martingales
#stopping-times
180
Views
Does convergence in measure imply convergence in mean?
Published on
11 Mar 2019 - 2:20
#real-analysis
#probability
#functional-analysis
#measure-theory
#stochastic-processes
256
Views
If I have the $Q$ matrix, can I somehow find the $P$ matrix?
Published on
30 Mar 2026 - 5:13
#probability
#stochastic-processes
#markov-chains
109
Views
Definition of a Markov process: What does $\mathbb P_x\{X_u\in \Gamma \mid \mathcal F_t\}=p(u-t,X_t,\Gamma)$ mean?
Published on
26 Mar 2026 - 19:02
#probability
#stochastic-processes
#markov-process
437
Views
Branching process probability generating function
Published on
26 Mar 2026 - 6:17
#probability-theory
#stochastic-processes
#moment-generating-functions
878
Views
Computing probabilities of standard Brownian motion
Published on
27 Mar 2026 - 5:57
#probability-theory
#stochastic-processes
#brownian-motion
#conditional-probability
316
Views
Ito's Lemma for a Brownian motion
Published on
27 Mar 2026 - 5:56
#stochastic-processes
#stochastic-calculus
#brownian-motion
291
Views
Terminology Filtered probability space
Published on
30 Mar 2026 - 1:45
#probability
#probability-theory
#stochastic-processes
#soft-question
#terminology
782
Views
Probability that a Wiener process has no zeroes on $[a,b]$
Published on
27 Mar 2026 - 5:56
#probability-theory
#stochastic-processes
#brownian-motion
25
Views
Noisy Brownian Noise
Published on
31 Mar 2026 - 18:36
#stochastic-processes
#kalman-filter
532
Views
Conditional expectation of integral of Ornstein-Uhlenbeck process
Published on
26 Mar 2026 - 19:00
#stochastic-processes
#conditional-expectation
#martingales
#markov-process
#stochastic-analysis
4k
Views
Why isn’t Brownian motion differentiable?
Published on
27 Mar 2026 - 5:55
#derivatives
#stochastic-processes
#stochastic-calculus
#brownian-motion
#differential-forms
48
Views
Does every deterministic dynamic population (or probability) density implement replicator dynamics?
Published on
29 Mar 2026 - 13:59
#stochastic-processes
#systems-of-equations
#dynamical-systems
136
Views
Convergence of the Laplace Exponent of a Compound Poisson Process, Lèvy Fluctuation Theory
Published on
25 Mar 2026 - 22:06
#convergence-divergence
#stochastic-processes
#levy-processes
90
Views
Markov Process Expectation and Variance
Published on
26 Mar 2026 - 19:04
#stochastic-processes
#markov-process
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