List questions from stochastic-processes

Published on 26 Mar 2018 - 8:15

45

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How can I show that $\mathcal{F}_t^X$ is generated by sets of the form $F=\{(X_{t_1},\dots, X_{t_n}) \in \Gamma\}$

Published on 22 Mar 2026 - 20:23

459

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Is the expectation of a Gaussian process with continuous paths, continuous in time?

Published on 26 Mar 2018 - 18:16

156

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Using Laplace to solve pure death process

Published on 25 Mar 2026 - 19:54

123

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convergence towards infinity of jumping times of Levy processes

Published on 20 Mar 2026 - 9:24

426

Views

Expected time a brownian motion spends in a set (Green Measure) intuition

Published on 25 Mar 2026 - 3:02

308

Views

Book reference on Random Variables - Stochastic Processes

Published on 25 Mar 2026 - 20:32

633

Views

How to prove the independence of increments of the summation of two independent Poisson processes?

Published on 25 Mar 2026 - 9:50

2.6k

Views

Characteristic function of a random vector

Published on 25 Mar 2026 - 14:14

132

Views

What is the solution to SDEs of the form $dx=f(x)(dt+\rho dW_t)$?

Published on 26 Mar 2026 - 9:15

960

Views

Prove that $\tau$ is a stopping time

Published on 25 Mar 2026 - 0:06

1.6k

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Events in Tail $\sigma$-algebra

Published on 29 Mar 2018 - 11:02

332

Views

An example of almost sure finite random time S such that $W_t=B_{S+t}-B_S$ is not a brownian motion

Published on 25 Mar 2026 - 4:42

51

Views

equivalence of two limiting fraction in queue theory

Published on 25 Mar 2026 - 9:53

538

Views

Expected time involving a Poisson process

Published on 29 Mar 2018 - 16:42

List Question

Predictable QV of Infinitesimal Generator Martingale

How can I show that $\mathcal{F}_t^X$ is generated by sets of the form $F=\{(X_{t_1},\dots, X_{t_n}) \in \Gamma\}$

Is the expectation of a Gaussian process with continuous paths, continuous in time?

Using Laplace to solve pure death process

convergence towards infinity of jumping times of Levy processes

Expected time a brownian motion spends in a set (Green Measure) intuition

Book reference on Random Variables - Stochastic Processes

How to prove the independence of increments of the summation of two independent Poisson processes?

Characteristic function of a random vector

What is the solution to SDEs of the form $dx=f(x)(dt+\rho dW_t)$?

Prove that $\tau$ is a stopping time

Events in Tail $\sigma$-algebra

An example of almost sure finite random time S such that $W_t=B_{S+t}-B_S$ is not a brownian motion

equivalence of two limiting fraction in queue theory

Expected time involving a Poisson process

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