Question

Expectation of `fractional' Geometric brownian motions

score 88 · Answer 1 · 2026-04-11 22:29:53

88

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Expectation of `fractional' Geometric brownian motions

Published on 11 Apr 2026 - 22:29

score 257 · Answer 2 · 2026-04-14 00:58:47

257

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Show that standard Brownian motion has Feller property.

Published on 14 Apr 2026 - 0:58

score 232 · Answer 3 · 2026-04-09 08:25:11

232

Views

Uniform almost sure convergence of the partial sum process

Published on 09 Apr 2026 - 8:25

score 255 · Answer 4 · 2026-04-10 18:21:30

255

Views

Find the intensity function of an inhomogeneous Poisson process

Published on 10 Apr 2026 - 18:21

score 181 · Answer 5 · 2026-03-26 06:22:18

181

Views

Describe all martingales $(X_n)_{n\in\mathbb{N}}$, such that $X_n\in\{-1,0,1\}$ for all $n\in\mathbb{N}$ with an arbitrary sample space $\Omega$.

Published on 26 Mar 2026 - 6:22

score 66 · Answer 6 · 2026-04-14 23:25:14

66

Views

Compute the Feller Semi-Group of the solution of an ODE.

Published on 14 Apr 2026 - 23:25

score 162 · Answer 7 · 2026-04-15 17:20:23

162

Views

For a Wiener process $W_t$, show that $\sum_{i=1}^n h_{i-1}\big(W(t_i \wedge t) - W(t_{i-1}\wedge t)\big), \ t\ge 0$ is a martingale

Published on 15 Apr 2026 - 17:20

score 99 · Answer 8 · 2026-04-09 11:35:54

99

Views

Understanding the definition of an integral with respect to an increasing process

Published on 09 Apr 2026 - 11:35

score 265 · Answer 9 · 2026-04-16 12:28:13

265

Views

Geometric Brownian Motoin versus Square root proces

Published on 16 Apr 2026 - 12:28

score 391 · Answer 10 · 2026-04-13 19:36:22

391

Views

Martingales, martingale transform, $L_2$ norm and $\textbf{Itô′s isometry}$.

Published on 13 Apr 2026 - 19:36

score 264 · Answer 11 · 2026-04-16 07:34:37

264

Views

Time continuous discrete states Poisson processes, why is this piecewise constant?

Published on 16 Apr 2026 - 7:34

score 130 · Answer 12 · 2026-04-13 19:52:42

130

Views

Spectral gap of a Markov chain on the nonnegative integers

Published on 13 Apr 2026 - 19:52

score 63 · Answer 13 · 2026-04-14 13:18:18

63

Views

How to obtain $\lim_{n\to \infty}\frac{\mathbb{P}(T>n)}{p^n}=?$ for Galton-Walson tree

Published on 14 Apr 2026 - 13:18

score 655 · Answer 14 · 2026-04-11 13:23:15

655

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Is every predictable process a pointwise limit of left-continuous, adapted processes?

Published on 11 Apr 2026 - 13:23

score 118 · Answer 15 · 2026-04-11 12:52:36

118

Views

Sample properties of a Gaussian process with a Matérn covariance function

Published on 11 Apr 2026 - 12:52

List Question

Expectation of `fractional' Geometric brownian motions

Show that standard Brownian motion has Feller property.

Uniform almost sure convergence of the partial sum process

Find the intensity function of an inhomogeneous Poisson process

Describe all martingales $(X_n)_{n\in\mathbb{N}}$, such that $X_n\in\{-1,0,1\}$ for all $n\in\mathbb{N}$ with an arbitrary sample space $\Omega$.

Compute the Feller Semi-Group of the solution of an ODE.

For a Wiener process $W_t$, show that $\sum_{i=1}^n h_{i-1}\big(W(t_i \wedge t) - W(t_{i-1}\wedge t)\big), \ t\ge 0$ is a martingale

Understanding the definition of an integral with respect to an increasing process

Geometric Brownian Motoin versus Square root proces

Martingales, martingale transform, $L_2$ norm and $\textbf{Itô′s isometry}$.

Time continuous discrete states Poisson processes, why is this piecewise constant?

Spectral gap of a Markov chain on the nonnegative integers

How to obtain $\lim_{n\to \infty}\frac{\mathbb{P}(T>n)}{p^n}=?$ for Galton-Walson tree

Is every predictable process a pointwise limit of left-continuous, adapted processes?

Sample properties of a Gaussian process with a Matérn covariance function

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