List questions from stochastic-processes

Published on 19 Mar 2026 - 22:11

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Polar Brownian motion not recovering polar Laplacian?

Published on 17 Mar 2026 - 12:25

274

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Uniqueness of the parameters of an Ito process, given initial and terminal conditions

Published on 17 Mar 2026 - 7:07

422

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Proof check: Interchanging integration and expectation using Tonelli's theorem?

Published on 25 Mar 2026 - 1:15

460

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Bounded by exponential implies uniformly integrable?

Published on 17 Mar 2026 - 17:55

224

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$dX_t=\alpha X_t \,dt + \sqrt{X_t} \,dW_t, $ with $X_0=x_0,\,\alpha,\sigma>0.$ Compute $E[X_t] $ and $E[Y]$ for $Y=\lim_{t\to\infty}e^{-\alpha t}X_t$

Published on 17 Mar 2026 - 9:19

250

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Kac Lemma for Ergodic Stationary Process

Published on 17 Mar 2026 - 10:57

401

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Definition of gaussian process

Published on 20 Mar 2026 - 4:05

244

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Why should we assume that only the positive part of a submartingale is integrable?

Published on 22 Mar 2026 - 10:32

114

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a risk lover agent behave as if risk natural.

Published on 21 Mar 2026 - 10:09

40

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Lovasz-Local-Lemma, question in the proof (independence of complements)

Published on 17 Mar 2026 - 21:11

1.6k

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Why is random walk on $n$-cycle irreducible?

Published on 17 Mar 2026 - 9:51

2.3k

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Initial Distribution of Stochastic Differential Equations

Published on 17 Mar 2026 - 12:44

35

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(In)dependence of solutions to certain SDEs

Published on 17 Mar 2026 - 9:53

409

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Independence of stochastic processes

Published on 22 Mar 2026 - 10:12

List Question

Will be this random walk a Markov chain?

Polar Brownian motion not recovering polar Laplacian?

Uniqueness of the parameters of an Ito process, given initial and terminal conditions

Proof check: Interchanging integration and expectation using Tonelli's theorem?

Bounded by exponential implies uniformly integrable?

$dX_t=\alpha X_t \,dt + \sqrt{X_t} \,dW_t, $ with $X_0=x_0,\,\alpha,\sigma>0.$ Compute $E[X_t] $ and $E[Y]$ for $Y=\lim_{t\to\infty}e^{-\alpha t}X_t$

Kac Lemma for Ergodic Stationary Process

Definition of gaussian process

Why should we assume that only the positive part of a submartingale is integrable?

a risk lover agent behave as if risk natural.

Lovasz-Local-Lemma, question in the proof (independence of complements)

Why is random walk on $n$-cycle irreducible?

Initial Distribution of Stochastic Differential Equations

(In)dependence of solutions to certain SDEs

Independence of stochastic processes

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