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Expectation involving Brownian motion and stochastic integral

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#probability-theory #stochastic-processes #brownian-motion #stochastic-integrals
372
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Basic Struggle with Adapted Stochastic Process and Predictable Stochastic Processes

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#probability-theory #measure-theory #stochastic-processes
513
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Show that the collection of cylinders form an algebra.

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#probability-theory #measure-theory #stochastic-processes #solution-verification
29
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Stopping of integral vs stopping of integrator

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#probability-theory #stochastic-processes #stochastic-calculus #stochastic-integrals
335
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Expected value of winning in Roulette

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#probability #stochastic-processes #gambling
39
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Confusing Markov chain stationarity condition

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#stochastic-processes #markov-chains #stationary-processes
347
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Expectation problem of a stochastic integral

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#stochastic-processes #stochastic-calculus #stochastic-integrals
49
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Expected Stopping Time of a Discrete Process

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#probability #discrete-mathematics #stochastic-processes #algorithms
561
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Precision matrix of AR(2) matrix

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#stochastic-processes #covariance #vector-auto-regression
155
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Transition Kernel as Operator on an Integrable function

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#probability #stochastic-processes #markov-chains
127
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Expected amount of time a bus at the front of the line has to wait until it is full and can leave?

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#probability #stochastic-processes #renewal-processes
435
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Bipartite graph transition matrix eigenvalues

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#graph-theory #stochastic-processes #eigenvalues-eigenvectors #markov-process
87
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Question about a marked poisson point process

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#probability #stochastic-processes #poisson-process
80
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Interpretation of stopping times

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#probability-theory #measure-theory #stochastic-processes #stopping-times
343
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Understanding of upper bound of summation being a random variable

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#probability-distributions #stochastic-processes #conditional-expectation

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