List questions from stochastic-processes

Published on 26 Mar 2026 - 0:58

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What kind of tests exist for a particular kind of dependency in data.

Published on 28 May 2019 - 17:00

238

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Ito integral related proofs

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64

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Itō process and filtrations

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363

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Upcrossing of martingale on an interval $[a,b]$

Published on 28 Mar 2026 - 9:50

190

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Is an integrated Wiener process recurrent or transient?

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419

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Which positive continuous functions satisfy $F(x) = F(e^x)-F(e^{-x})$ for $x\geq 0$?

Published on 27 Mar 2026 - 8:42

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Proposing a stochastic model

Published on 25 Mar 2026 - 14:18

44

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With probability p, jump to i+1 and with 1-p jump to i-1. Starting at i=0, when are you expecting to leave [-1,1] for the first time

Published on 30 May 2019 - 14:17

143

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Quadratic Variation of Brownian Motions

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Discrete martingales problem

Published on 28 Mar 2026 - 13:20

398

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Probability that each pile of cards has exactly one ace (different solution, different answer)

Published on 30 May 2019 - 23:11

96

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Sequence definition in Durrett Ex.1.1.2

Published on 31 May 2019 - 7:05

42

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If $X^n$ is an $E$-valued process and $f\in C_0(E)$ with $\text E\left[(fh)(X^n_t)\right]\xrightarrow{n\to\infty}0$ for all $h\in C_c(E)$, then $f=0$?

Published on 31 May 2019 - 17:24

58

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Find a function $\phi\in C^2(\mathbb{R},\mathbb{R})$ such that $W_t=\phi(X_t)$ is a local martingale

Published on 25 Mar 2026 - 12:53

List Question

Process for marginal distribution in multidimensional SDE using conditional expectations

What kind of tests exist for a particular kind of dependency in data.

Ito integral related proofs

Itō process and filtrations

Upcrossing of martingale on an interval $[a,b]$

Is an integrated Wiener process recurrent or transient?

Which positive continuous functions satisfy $F(x) = F(e^x)-F(e^{-x})$ for $x\geq 0$?

Proposing a stochastic model

With probability p, jump to i+1 and with 1-p jump to i-1. Starting at i=0, when are you expecting to leave [-1,1] for the first time

Quadratic Variation of Brownian Motions

Discrete martingales problem

Probability that each pile of cards has exactly one ace (different solution, different answer)

Sequence definition in Durrett Ex.1.1.2

If $X^n$ is an $E$-valued process and $f\in C_0(E)$ with $\text E\left[(fh)(X^n_t)\right]\xrightarrow{n\to\infty}0$ for all $h\in C_c(E)$, then $f=0$?

Find a function $\phi\in C^2(\mathbb{R},\mathbb{R})$ such that $W_t=\phi(X_t)$ is a local martingale

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