List questions from stochastic-processes

Published on 26 Mar 2026 - 6:21

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Poisson processes for tossing a marble

Published on 12 Apr 2026 - 0:30

102

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Stochastic integral, simple process and Brownian motion

Published on 13 Apr 2026 - 12:49

128

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Stochastic integral and $\lambda^2$, $\lambda^2_\text{loc}$

Published on 15 Apr 2026 - 8:32

664

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if $M$ is a UI - martingale then $M_t \rightarrow M_{\infty}$ in $L^1$

Published on 16 Apr 2026 - 14:04

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Prove a hitting time is a.s. finite

Published on 15 Apr 2026 - 2:32

85

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Finding the almost sure limit (random variables)

Published on 13 Apr 2026 - 13:29

198

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Random walk in two dimensions

Published on 09 Apr 2026 - 15:22

409

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Sum of Brownian motion and gaussian process

Published on 13 Apr 2026 - 19:56

114

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$R_k=\min\{n\geq R_{k-1}:X_n\geq X_1,\ldots,X_{n-1} \}$ is a Markov Chain

Published on 16 Apr 2026 - 8:55

504

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a particle moving around a circle in stochastic process

Published on 14 Apr 2026 - 14:20

86

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Are there any methods to evaluate if draws of a specific lottery are truly random?

Published on 11 Apr 2026 - 4:30

111

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Relationship between ergodicity and RKHS of a Gaussian process

Published on 31 Mar 2026 - 23:47

1.3k

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Exponential Martingale Intuition

Published on 10 Apr 2026 - 22:53

71

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Proof of gaussian process

Published on 09 Apr 2026 - 4:39

List Question

Singular matrix in derivation of stationary distribution of AR(1) process

Poisson processes for tossing a marble

Stochastic integral, simple process and Brownian motion

Stochastic integral and $\lambda^2$, $\lambda^2_\text{loc}$

if $M$ is a UI - martingale then $M_t \rightarrow M_{\infty}$ in $L^1$

Prove a hitting time is a.s. finite

Finding the almost sure limit (random variables)

Random walk in two dimensions

Sum of Brownian motion and gaussian process

$R_k=\min\{n\geq R_{k-1}:X_n\geq X_1,\ldots,X_{n-1} \}$ is a Markov Chain

a particle moving around a circle in stochastic process

Are there any methods to evaluate if draws of a specific lottery are truly random?

Relationship between ergodicity and RKHS of a Gaussian process

Exponential Martingale Intuition

Proof of gaussian process

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