MATH
Login Or Sign up

List Question

15
98
Views

Why does $d(X_tY_t)=X_tdY_t+Y_tdX_t+dX_tdY_t$ hold for Ito process?

Published on
#calculus #stochastic-processes #stochastic-calculus
2.1k
Views

Difference Between Local Martingale and Martingale

Published on
#stochastic-processes #martingales #local-martingales
45
Views

Spectral representation of complex non-negative definite function

Published on
#probability-theory #measure-theory #stochastic-processes #stochastic-calculus #stochastic-integrals
76
Views

What is a realization of a measure?

Published on
#probability-theory #measure-theory #stochastic-processes
62
Views

Markov Chain --- Being absorbed without reaching a specific state

Published on
#stochastic-processes #markov-chains
1.2k
Views

Compute the characteristic function of Wiener Process (Brownian Motion).

Published on
#probability-theory #probability-distributions #stochastic-processes #brownian-motion #stochastic-analysis
374
Views

Whether two one-dimensional Brownian motions yield a two-dimensional Brownian motion

Published on
#probability #stochastic-processes #stochastic-calculus #brownian-motion #stochastic-analysis
64
Views

When is the composition of two Gaussian Processes a Gaussian Process?

Published on
#stochastic-processes
701
Views

Simple Random Walk & Irreducibility

Published on
#stochastic-processes #markov-chains
282
Views

Simple random walk on a disconnected graph

Published on
#stochastic-processes #markov-chains
24
Views

Proving zeros for Ito process

Published on
#stochastic-processes
66
Views

Optimal Stopping - Reference Request

Published on
#reference-request #stochastic-processes #stopping-times #semicontinuous-functions
177
Views

Show that M is a martingale

Published on
#probability-theory #stochastic-processes #stochastic-calculus #self-learning #martingales
197
Views

Existence and uniqueness for SDE 2D linear system

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-differential-equations
94
Views

$f(s,\omega):=1_{[0,T \wedge \tau(\omega))}(s)$, $0 \le s \le T < \infty$ is progressively measurable

Published on
#real-analysis #probability-theory #measure-theory #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.