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Latest developments in stochastics

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#reference-request #stochastic-processes #stochastic-calculus #stochastic-integrals #open-problem
763
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Why should I bother if SDE has weak but no strong solution?

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#stochastic-processes #stochastic-calculus #brownian-motion
352
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What is a direct product of two Markov process?

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#stochastic-processes #markov-process
30
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How compute $\int_0^t 1_{\{\zeta _s\in \Delta \}}ds$?

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#stochastic-processes #markov-process
374
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$L^2$ convergence of Riemann integral of stochastic process

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#stochastic-processes #riemann-sum
176
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Weak convergence of stochastic process and random times

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#stochastic-processes #weak-convergence #skorohod-space
552
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Correlation Theory for stationary Random process

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#stochastic-processes #convolution #random #dirac-delta
146
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Time dependent pdf on Lie group

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#stochastic-processes #lie-groups
330
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conditions on the matrix s.t. the matrix is not known explicitly although the stationary distribution is known.

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#probability #stochastic-processes #markov-chains
185
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Requirements for approximating general stochastic processes as the limit of a sequence of Markov Chains?

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#probability-theory #stochastic-processes #markov-chains
299
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Dynamic generator of an ODEs system

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#ordinary-differential-equations #stochastic-processes #dynamical-systems
56
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Stopping times of Lévy-type processes

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#stochastic-processes #stopping-times #levy-processes
52
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estimate delay between two stochastic processes

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#stochastic-processes #brownian-motion #delay-differential-equations
240
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Alternative definition of a submartingale, problem with the Radon-Nikodym theorem.

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#probability-theory #measure-theory #stochastic-processes #martingales #conditional-expectation
1.9k
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Smoothing out spikes in data

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#stochastic-processes #signal-processing #mathematical-modeling #time-series

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