MATH
Login Or Sign up

List Question

15
42
Views

Average number of aggregations in the dataset

Published on
#probability #stochastic-processes
153
Views

Proving that in an homogeneous DTMC $i\leftrightarrow j$ and $j$ is recurrent $\implies f_{ij}=1$

Published on
#probability-theory #stochastic-processes #markov-chains
50
Views

How to understand the first formula in Case 2 of Example 4.26 in ross's probability model(11th)

Published on
#probability #stochastic-processes #markov-chains
148
Views

What is meant with persistence time in stochastic models?

Published on
#stochastic-processes #markov-chains #mathematical-modeling #stochastic-differential-equations #biology
271
Views

Explain a counter-example showing that Kolmogorov-Chentsov Theorem cannot be relaxed.

Published on
#analysis #probability-theory #stochastic-processes #proof-explanation #stochastic-calculus
304
Views

Write down the backward equations for $P_{12}$ and $P_{21}$ and use the symmetry of Q to solve these equations.

Published on
#probability #ordinary-differential-equations #statistics #stochastic-processes #markov-chains
61
Views

The Fractional Derivative and Stochastic Processes/ Fokker Planck equation

Published on
#calculus #stochastic-processes #stochastic-calculus #density-function #fractional-calculus
763
Views

Expectation of Stopping Time for a Brownian Motion with a drift

Published on
#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion #stopping-times
41
Views

Stochastic differential equation problem for $e^{2 \int W_t}$.

Published on
#stochastic-processes #stochastic-calculus #stochastic-differential-equations
360
Views

Proving doubly stochastic matrix limit

Published on
#stochastic-processes #markov-chains #transition-matrix
385
Views

Positive continuous supermartingale is a proper martingale

Published on
#stochastic-processes #martingales
72
Views

Limit problem $\lim_{T \to 0} \frac{1}{T} \int_0^T S_u du$

Published on
#probability-theory #stochastic-processes #stochastic-calculus #stochastic-integrals
63
Views

Integral of Stochastic Integral $ x(t) = \int_0^te^{as}dW_s $

Published on
#stochastic-processes #stochastic-integrals
61
Views

Conditional independence of Brownian Motion in separated intervals

Published on
#probability #stochastic-processes #brownian-motion #conditional-probability #independence
24
Views

Realized variation and ML estimate

Published on
#stochastic-processes #maximum-likelihood

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.