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Need a help with Markov Chain

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#probability #probability-theory #stochastic-processes #markov-chains #stochastic-calculus
123
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Conditional expectation of poisson procces problem

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#probability #stochastic-processes #conditional-expectation #expected-value #poisson-process
112
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Applyin Itô's formula in function of quadratic variation

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#stochastic-processes #stochastic-calculus #martingales #local-martingales
440
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Finding the expectation of a Wiener Process

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#stochastic-processes #brownian-motion #wiener-measure
228
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The probability of getting $y$ new coupons from a batch of $k$

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#probability #stochastic-processes #coupon-collector
87
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Help with Poisson Stochastic Process

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#stochastic-processes #poisson-process
508
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Convergence of a stochastic process

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#probability #probability-theory #stochastic-processes #weak-convergence
55
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Functions within Expectation of Brownian Motion

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#stochastic-processes #brownian-motion
90
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If $A_t = cos(X_t)$ and $B_t = sin(X_t)$ find the infinitesimal increment for $Y_t = A_t^2 + B_t^2$

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#stochastic-processes #stochastic-calculus #brownian-motion
22
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Literature request -- uniqueness and existence of a specific type of ODE

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#ordinary-differential-equations #stochastic-processes #dynamical-systems #random-functions
1.9k
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Infinitesimal generator of the standard Brownian motion

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#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-differential-equations
144
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Extracting a smaller Markov chain from a larger Markov chain

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#probability #statistics #stochastic-processes #markov-chains
784
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Question on the use of the Markov Kernel for conditional probability

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#probability-theory #stochastic-processes #markov-chains #conditional-expectation
870
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Stochastic process, stochastic differential equation

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#stochastic-processes
112
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However, how long will it take to randomly generate an $n$-universal word?

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#probability #combinatorics #stochastic-processes #coupon-collector #combinatorics-on-words

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