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What is the name for the distribution of values taken by a stochastic process?

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#probability-theory #stochastic-processes #terminology
107
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Solve Langevin equation with blue noise?

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#stochastic-processes #physics #stochastic-calculus #signal-processing #noise
56
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Weak convergence of Feller processes

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#probability #probability-theory #stochastic-processes #weak-convergence
162
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Is it true that if $P(\int_0^T f^2(s) ds<\infty)=1$ then the exponential defines a density?

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#probability #stochastic-processes #stochastic-calculus #stochastic-analysis
205
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Time Average Mean of X(t)=A, where A is a r.v. Ergodic vs. non-ergodic.

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#stochastic-processes
35
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Integral from normal variable.

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#probability-theory #stochastic-processes #normal-distribution #stochastic-calculus #stochastic-integrals
126
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stationary independent increments: f(t+s) = f(t) + f(s), therefore f(t)=ct

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#stochastic-processes #poisson-process
281
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Diagonal of (self) product of doubly stochastic transition matrix

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#probability #matrices #stochastic-processes #markov-chains #stochastic-matrices
174
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Uniqueness of Brownian Motion from properties

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#probability-distributions #stochastic-processes #brownian-motion #wiener-measure
104
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Prove that $E(N_t) = \frac{t}{E(Y_1)}$ for a renewal process

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#probability #probability-theory #stochastic-processes #renewal-processes
463
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The finite-dimensional distributions for a Wiener process are given by this formula?

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#probability-distributions #reference-request #stochastic-processes #brownian-motion #wiener-measure
54
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Why are simple integrands adapted?

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#probability-theory #measure-theory #stochastic-processes #stochastic-integrals #measurable-functions
19
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Discrete time process with discrete state space when initial condition fixed.

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#stochastic-processes #conditional-probability #discrete-time
789
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From pointwise convergence in probability to uniform convergence in probability for non-decreasing random processes

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#probability #convergence-divergence #stochastic-processes #uniform-convergence
59
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Optimal rule for multiple stopping times for defect finding

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#stochastic-processes #stopping-times #optimal-control #dynamic-programming

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