MATH
Login Or Sign up

List Question

15
39
Views

$L^2$ martingales relation to martingales?

Published on
#stochastic-processes
111
Views

consistency of EM estimation in Kalman filter

Published on
#statistics #stochastic-processes #signal-processing #time-series #kalman-filter
45
Views

Use of Little's formula on a queuing task.

Published on
#stochastic-processes #queueing-theory
510
Views

Why are solutions of the heat equation given by the expectation of a Gaussian process?

Published on
#probability-theory #partial-differential-equations #stochastic-processes #brownian-motion #heat-equation
810
Views

Clarification of the sample space of stochastic processes

Published on
#probability-theory #stochastic-processes
283
Views

Solve the stochastic differential equation $dY_t = rdt + \alpha Y_tdB_t$ where $B_t$ is a Brownian motion.

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-integrals
131
Views

Why is the convariance function for a stationary gaussian process not 0?

Published on
#probability #stochastic-processes #stationary-processes
139
Views

Probability of ultimate extinction in a Birth and Death process

Published on
#probability #stochastic-processes
87
Views

Ito to Stratonovich and Drift Term

Published on
#stochastic-processes
114
Views

When doob martingale is continuous

Published on
#probability #stochastic-processes #stochastic-calculus #martingales
59
Views

$EM_T=1 \implies M_t$ is a martingale

Published on
#probability #probability-theory #stochastic-processes #stochastic-calculus #martingales
332
Views

Definition of quadratic variation of a stochastic process.

Published on
#probability #stochastic-processes #quadratic-variation
266
Views

Completeness of continuous $L^2$-martingales

Published on
#probability #stochastic-processes #banach-spaces #martingales #complete-spaces
162
Views

Expectation of a finite variation integral

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #bounded-variation
31
Views

Converging sequence of stochastic process and density of the limit process.

Published on
#probability #probability-distributions #stochastic-processes #density-function #probability-limit-theorems

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.