List questions from stochastic-processes

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infinitesimal parameter $\lambda_n$, $\mu_n$

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87

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Fourier Transform of a continous time truncated Random Process

Published on 14 Apr 2018 - 4:11

40

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Separating Class Limit

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Prove that $\mathbb{E} \left[ \int_0^t f_s \, dW_s \right] = 0$, for any continuous stochastic process $f_s$

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Showing $\lim\limits_{R \uparrow \infty} \frac{1}{R^3} \int_{-R}^R \psi^2 (w,x) \, dx = 0$

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46

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Hitting time of the simple processes

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278

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What is the limiting probability that the frog sits on one of the ten lilypads?

Published on 27 Mar 2026 - 5:42

69

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Strengthening the strong Feller property

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355

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Continuous time markov chain - long-term probability

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126

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$\mathcal P(\Omega)=\mathcal A$ if $\Omega$ countable, $\mathcal A \ \sigma$-algebra that seperates points

Published on 15 Apr 2018 - 23:06

79

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Construction of a stochastic process from a probability measure.

Published on 16 Apr 2018 - 1:27

158

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Confused on general approach to Stochastic Process theory.

Published on 25 Mar 2026 - 17:45

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A counterexample of reducible Markov chains about Birkhoff's ergodic theorem

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71

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$T_{O}=\inf\{t\geq 0:X_{t}\in O\}$ is stopping time with $O$ open set.

Published on 25 Mar 2026 - 0:02

List Question

Interpretation of the resolvent of Brownian motion

infinitesimal parameter $\lambda_n$, $\mu_n$

Fourier Transform of a continous time truncated Random Process

Separating Class Limit

Prove that $\mathbb{E} \left[ \int_0^t f_s \, dW_s \right] = 0$, for any continuous stochastic process $f_s$

Showing $\lim\limits_{R \uparrow \infty} \frac{1}{R^3} \int_{-R}^R \psi^2 (w,x) \, dx = 0$

Hitting time of the simple processes

What is the limiting probability that the frog sits on one of the ten lilypads?

Strengthening the strong Feller property

Continuous time markov chain - long-term probability

$\mathcal P(\Omega)=\mathcal A$ if $\Omega$ countable, $\mathcal A \ \sigma$-algebra that seperates points

Construction of a stochastic process from a probability measure.

Confused on general approach to Stochastic Process theory.

A counterexample of reducible Markov chains about Birkhoff's ergodic theorem

$T_{O}=\inf\{t\geq 0:X_{t}\in O\}$ is stopping time with $O$ open set.

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