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How do I find this Expectation?

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#probability #stochastic-processes #expectation #stochastic-calculus #finance
292
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Transition density of Brownian motion in half space

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#stochastic-processes #brownian-motion
95
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Finite distribution of a homogeneous Poisson point process

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#stochastic-processes
206
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Least squares estimator in a stochastic process $\{Y_t\}$

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#probability #statistics #stochastic-processes #least-squares #time-series
640
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Show that $\{\epsilon_t+\eta_s\}$ is a stationary process

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#probability #proof-verification #stochastic-processes #self-learning
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Number of passengers on a bus/Departuring busses in Poisson process problem

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#probability #stochastic-processes #random-variables #poisson-distribution #poisson-process
91
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Probability of number of boys = number of girls

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#probability #stochastic-processes
54
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About the general context for Markov processes

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#probability #stochastic-processes #markov-process
271
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Characterization for space-homogeneous markov processes

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#stochastic-processes #markov-process
43
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Probability of finding a Markov process in a small ball, given that it is in a larger ball

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#probability-theory #stochastic-processes #markov-process
595
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Irreducible Markov chain with $P^2=P$, then all entries are equal

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#linear-algebra #stochastic-processes #markov-chains
174
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Expected waiting time to cross the roads

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#probability #probability-theory #stochastic-processes
139
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Probability of cars being blocked during red light

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#probability #stochastic-processes #queueing-theory
336
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Relation between stationary distribution of a D/M/1 queue and extinction probability in a branching process?

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#probability-theory #stochastic-processes #generating-functions #functional-equations #queueing-theory
51
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Find pmf of the function $Y(t)=rect(t-.5-D)$ where $D$ is uniform over (0,1)

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#stochastic-processes #random-variables #random

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