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Crossing time(meeting time) of a gaussain random walk

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#probability-theory #stochastic-processes #asymptotics #random-walk
94
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Find the transition probability matrix. Check my answer.

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#probability #stochastic-processes #markov-chains
381
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Introduction to Stochastic Integration book

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#reference-request #stochastic-processes #self-learning #stochastic-calculus #book-recommendation
37
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Brownian motion falling task.

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#stochastic-processes #brownian-motion
162
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expected time for all balls to be put in urn 2 Ehrenfest model

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#probability #probability-theory #stochastic-processes #stochastic-calculus #balls-in-bins
43
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Under what conditions does the solution to a mean reverting sde satisfy $E[\sup_{[0,T]} r(t)^2]<\infty$ for all $T>0$

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#stochastic-processes #stochastic-calculus #stochastic-analysis #stochastic-differential-equations
32
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Uniqueness of the integrand of a stochastic integral

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#probability #stochastic-processes #stochastic-calculus
535
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Using transition matrix and initial distribution to calculate probabilities. (Markov chains)

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#stochastic-processes #markov-chains
88
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Extinction problem for a generalisation of Galton-Watson branching processes

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#linear-algebra #probability #matrices #probability-theory #stochastic-processes
237
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Probability of a random walk with positive drift cross a negative threshold

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#probability-theory #stochastic-processes #asymptotics #random-walk
119
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Distribution of $X(t)=A\cos(t)+B\sin(t), t \ge 0$. $A,B$ iid $\sim N(0,1)$

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#measure-theory #probability-distributions #stochastic-processes #normal-distribution
86
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Do non-negative submartingales with finite second moment converge almost surely?

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#probability #probability-theory #convergence-divergence #stochastic-processes #martingales
185
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Confusion in definition of Stochastic Process - Papoulis 4th Ed

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#probability #statistics #stochastic-processes
91
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Generation theorem for Feller semigroups

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#functional-analysis #stochastic-processes #operator-theory #markov-process #semigroup-of-operators
325
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Do non-negative submartingales with bounded second moments converge almost surely?

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#probability #probability-theory #convergence-divergence #stochastic-processes #martingales

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