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Doob-Meyer Decomposition for $(W_{t}^{2}-t)^{2}$

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#stochastic-processes #stochastic-calculus #brownian-motion #martingales #stochastic-integrals
69
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Conditional expectation of an integrated GBM

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#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-integrals
108
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Deriving stochastic integral $ X+\frac{1}{2}\int_t^T Z_s^2 ds - \int_t^TZ_s dB_s$

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#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-integrals
1k
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Mean and Variance of Geometric Mean Reverting Process

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#stochastic-processes #stochastic-calculus #finance #stochastic-differential-equations
142
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Correlation for log-returns vs correlation for prices

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#stochastic-processes #stochastic-differential-equations
568
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Feller condition for CIR process positivity

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#probability #stochastic-processes #stochastic-differential-equations #stochastic-pde
55
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Predictable Projection in is a Hilbert Space Projection?

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#probability-theory #measure-theory #stochastic-processes #hilbert-spaces #stochastic-analysis
78
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Is the space of simple predictable processes topologized by uniform convergence metrizable?

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#general-topology #stochastic-processes #stochastic-calculus #topological-vector-spaces
98
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Show that this process is identically Bernoulli distributed, indepednent and stationary

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#probability-theory #measure-theory #stochastic-processes #independence #stationary-processes
26
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Branching process: Prove that $g_Z(t) = g(tg_Z(t))$ (generative function)

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#stochastic-processes
50
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Meteor hitting Poisson process question

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#stochastic-processes #poisson-process
31
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What does $X \in \mathbb{F}$ mean for $\mathbb{F}$ being a filtration

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#probability-theory #measure-theory #stochastic-processes #filtrations
58
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Stochastic process, why this is that?

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#ordinary-differential-equations #stochastic-processes #differential-topology #stochastic-calculus #brownian-motion
51
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Negatively Correlated Diffusive Processes

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#real-analysis #analysis #stochastic-processes #brownian-motion
89
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Complete Metric Space Proof

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#probability-theory #metric-spaces #stochastic-processes #complete-spaces

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