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15
Math.TechQA.Club
2026-04-17 02:14:43
349
Views
Why is this Brownian motion event not measurable w.r.t. the natural filtration?
Published on
17 Apr 2026 - 2:14
#probability-theory
#stochastic-processes
#brownian-motion
#filtrations
75
Views
Fokker-Planck counterpart of Grönwall inequality/comparison theorem
Published on
15 Apr 2026 - 2:39
#partial-differential-equations
#reference-request
#stochastic-processes
#stochastic-calculus
#heat-equation
149
Views
How to compare pathwise convergence and convergence in probability.
Published on
12 Apr 2026 - 12:12
#stochastic-processes
#stochastic-calculus
#stochastic-analysis
1.2k
Views
Hitting time distribution of finite-state Markov chain
Published on
09 Apr 2026 - 19:26
#reference-request
#stochastic-processes
#markov-chains
#markov-process
#stopping-times
219
Views
Why do stochastic integrals depend on the choice of partitioning points?
Published on
26 Mar 2026 - 4:31
#stochastic-processes
#stochastic-integrals
#stochastic-differential-equations
160
Views
Ito process with a brownian motion with drift
Published on
12 Apr 2026 - 16:08
#multivariable-calculus
#derivatives
#stochastic-processes
#brownian-motion
#finance
751
Views
What is the largest sigma-field on R ? And also what is borel sigma field?
Published on
28 Mar 2026 - 10:24
#probability
#abstract-algebra
#measure-theory
#stochastic-processes
#borel-sets
305
Views
How to compute the strong mixing coefficient of a sequence
Published on
26 Mar 2026 - 3:11
#probability
#stochastic-processes
#normal-distribution
#mixing
46
Views
$EX(1) = 0$, $EX^2(1) = 1$, $X(t) \sim \sqrt{t} X(1)$ $\Rightarrow X(t) - X(s) \sim \mathcal{N}(0,|t-s|)$
Published on
26 Mar 2026 - 17:33
#probability-theory
#stochastic-processes
#probability-limit-theorems
72
Views
Permanence time in a markov chain
Published on
29 Apr 2026 - 19:25
#stochastic-processes
#markov-chains
#markov-process
#statistical-mechanics
#renewal-processes
73
Views
Complex Brownian motion and expectation of stopped process
Published on
12 Apr 2026 - 12:59
#probability
#stochastic-processes
#brownian-motion
#martingales
#stopping-times
16.9k
Views
Expected number of times you have to complete the mission 3-4 in Azur Lane in order to get both Akagi and Kaga?
Published on
14 Apr 2026 - 17:57
#probability
#stochastic-processes
#markov-chains
89
Views
Differential equation to Ito equation
Published on
26 Mar 2026 - 4:29
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
#stochastic-differential-equations
244
Views
Does A Continuous Time White Noise Process Actually Exist?
Published on
25 Mar 2026 - 3:24
#stochastic-processes
#independence
#noise
22
Views
Two Markov kernels with partial ordering
Published on
11 Apr 2026 - 23:50
#matrices
#stochastic-processes
#operator-theory
#markov-chains
#markov-process
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