MATH
Login Or Sign up

List Question

15
149
Views

Generating function of a piecewise random variable

Published on
#probability #stochastic-processes
356
Views

Stationary Distribution Markov Chain (Trying to Solve Recursion, Calculation).

Published on
#probability #sequences-and-series #probability-theory #stochastic-processes #markov-chains
77
Views

Basic Question Regarding Expectation of Function

Published on
#stochastic-processes #expected-value #economics
472
Views

What is the key difference between Stochastic Gradient Descent and Hamiltonian Monte Carlo optimization

Published on
#optimization #stochastic-processes #markov-chains #monte-carlo #gradient-descent
446
Views

Orthogonal Matrix and Gaussian

Published on
#linear-algebra #probability #stochastic-processes
531
Views

Two correlated Brownian motions

Published on
#stochastic-processes #stochastic-calculus
150
Views

What is the Levy measure of $\int_0^\cdot \int_{0<|x|\le r} x \tilde N(dx,dt) + \int_0^\cdot \int_{|x|>r} x N(dx,dt)$?

Published on
#probability #stochastic-processes #stochastic-calculus #stochastic-analysis #levy-processes
50
Views

Comparison of stochastic integrals

Published on
#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion #stochastic-integrals
292
Views

Martingales and measurability

Published on
#probability-theory #stochastic-processes #martingales #measurable-functions
216
Views

Let $W={W_t:t≥0}$ be a Brownian motion. Find $\mathbb{E}(W_t(W_{t+1} + W_{t+2}))$.

Published on
#stochastic-processes #brownian-motion
26
Views

Computing a Probability with the Poisson Process.

Published on
#sequences-and-series #stochastic-processes #poisson-process
80
Views

ODE with one random parameter(following Ornstein–Uhlenbeck process )

Published on
#ordinary-differential-equations #stochastic-processes #stochastic-calculus
50
Views

«Continuous» analog of Galton-Watson branching process

Published on
#probability #probability-theory #convergence-divergence #stochastic-processes
107
Views

Do semimartingale characteristic uniquely identify a process?

Published on
#stochastic-processes #martingales #markov-process
75
Views

general stochastic integral using Riemann sum

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals

Trending Questions

Popular # Hahtags

second-order-logic numerical-methods puzzle logic probability number-theory winding-number real-analysis integration calculus complex-analysis sequences-and-series proof-writing set-theory functions homotopy-theory elementary-number-theory ordinary-differential-equations circles derivatives game-theory definite-integrals elementary-set-theory limits multivariable-calculus geometry algebraic-number-theory proof-verification partial-derivative algebra-precalculus

Popular Questions

Copyright © 2021 JogjaFile Inc.