List questions from stochastic-processes

Published on 26 Mar 2026 - 1:09

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Singular covariance matrix identity

Published on 19 Sep 2019 - 10:33

132

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Show that $ X_t = \begin{cases} W_t & \text{if $t \neq a$ } \\ 0 & \text{if $t = a$ } \end{cases} $ is not a Brownian motion

Published on 29 Mar 2026 - 0:00

107

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Modelling Tennis as markov chain with unkown server

Published on 27 Mar 2026 - 16:26

48

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Help with a Poisson Process problem

Published on 26 Mar 2026 - 16:01

199

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How to apply markov process in a directed acyclic graph?

Published on 27 Mar 2026 - 16:20

726

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Calculate the stochastic integral $\int_0^T W_tdt $

Published on 26 Mar 2026 - 22:53

90

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How to formulate a discrete-time $M/M/c$ queuing model?

Published on 25 Mar 2026 - 15:58

46

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Find $\mathbb E((N(1,4]|N(3,10]=7))$ where $(N_t, t\geq 0)$ is a Poisson counting process with $\lambda=1$

Published on 30 Mar 2026 - 12:02

347

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Jump sizes of a compound Poisson process

Published on 26 Mar 2026 - 19:09

407

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Covariation of product of local martingales

Published on 23 Feb 2026 - 2:59

70

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Give the pdf of $T_1|N_1=2$ where $T_1$ is the time of first arrival

Published on 26 Mar 2026 - 16:10

214

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Can finite variation martingales be approximated by martingales of integrable variation?

Published on 27 Mar 2026 - 14:22

47

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Show that $\sum\limits_{m \leq 2^{n}} \Delta _{m,n}^{2} \to t$-a.s.

Published on 28 Mar 2026 - 22:28

29

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Why does $XE_{B_{s}}Y \in \mathcal{F}_{s}^{\circ} \Rightarrow E(Z\mid \mathcal{F_{s}}^{+})=E(Z\mid \mathcal{F_{s}}^{\circ})$

Published on 28 Mar 2026 - 23:59

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How to calculate the mean correcting argument for Lèvy processes?

Singular covariance matrix identity

Show that $ X_t = \begin{cases} W_t & \text{if $t \neq a$ } \\ 0 & \text{if $t = a$ } \end{cases} $ is not a Brownian motion

Modelling Tennis as markov chain with unkown server

Help with a Poisson Process problem

How to apply markov process in a directed acyclic graph?

Calculate the stochastic integral $\int_0^T W_tdt $

How to formulate a discrete-time $M/M/c$ queuing model?

Find $\mathbb E((N(1,4]|N(3,10]=7))$ where $(N_t, t\geq 0)$ is a Poisson counting process with $\lambda=1$

Jump sizes of a compound Poisson process

Covariation of product of local martingales

Give the pdf of $T_1|N_1=2$ where $T_1$ is the time of first arrival

Can finite variation martingales be approximated by martingales of integrable variation?

Show that $\sum\limits_{m \leq 2^{n}} \Delta _{m,n}^{2} \to t$-a.s.

Why does $XE_{B_{s}}Y \in \mathcal{F}_{s}^{\circ} \Rightarrow E(Z\mid \mathcal{F_{s}}^{+})=E(Z\mid \mathcal{F_{s}}^{\circ})$

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