MATH
Login Or Sign up

List Question

15
426
Views

Deriving a conditional Black-Scholes formula

Published on
#stochastic-processes #finance
144
Views

jumps of semimartingale form an absolute convergent series

Published on
#stochastic-processes #stochastic-integrals #stochastic-analysis #bounded-variation #absolute-convergence
59
Views

$E[X_T 1_{T\ge t} | \mathscr{F}_{t \wedge T}] = E[X_T 1_{T\ge t} | \mathscr{F}_t]$ holds?

Published on
#probability-theory #measure-theory #stochastic-processes #conditional-expectation #martingales
107
Views

What is the probability that a Brownian motion will cross level $1$ before time $T$?

Published on
#probability #probability-theory #stochastic-processes #brownian-motion
51
Views

How the authors conclude ${Y_{S}} =\phi_{N}\left({X_{S}}\right)$ in the proof of Optional Sampling Theorem?

Published on
#stochastic-processes #proof-explanation #martingales #stopping-times
51
Views

Literature for the Bichteler-Dellacherie Semimartingale characterization.

Published on
#stochastic-processes #stochastic-analysis
908
Views

Show that the cylindrical $\sigma$-algebra can be written into a countable union of some $\sigma$-algebra

Published on
#probability-theory #measure-theory #stochastic-processes #stochastic-calculus #solution-verification
115
Views

Solve following SDE

Published on
#stochastic-processes #stochastic-calculus #stochastic-differential-equations
58
Views

Optional Sampling Theorem for non-positive sub-martingale

Published on
#stochastic-processes #martingales #solution-verification #stopping-times
28
Views

Convergence of random variables. A.S, $L_p$, in probability. Uniform.

Published on
#probability #convergence-divergence #stochastic-processes #random-variables #uniform-convergence
125
Views

Finding the drift coefficient

Published on
#stochastic-processes #martingales #stochastic-differential-equations
83
Views

What is the joint distribution of $W_t$ and $\int_0^t W_s \,ds$?

Published on
#probability #probability-theory #stochastic-processes #stochastic-calculus #brownian-motion
248
Views

Markov Chains (probability of event not occurring)

Published on
#probability #matrices #statistics #stochastic-processes #markov-chains
104
Views

Theory question about stochastic block matrix $P = \begin{pmatrix}P_1 & 0 \\ R & Q \end{pmatrix}$

Published on
#linear-algebra #matrices #stochastic-processes #eigenvalues-eigenvectors
134
Views

Law of the unconscious statistician with stochastic processes

Published on
#statistics #stochastic-processes

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.