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Branching brownian motion: velocity of rightmost particle

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#probability #stochastic-processes #markov-process
203
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what is the Poisson point process formula in this exercice and generally

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#stochastic-processes #markov-process #poisson-process #exponential-distribution #poissons-equation
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Must i.i.d. stochastic process be stationary?

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#stochastic-processes #stationary-processes
53
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Rewriting the trigonometric representation of a stochastic process into exponential form

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#complex-numbers #summation #stochastic-processes #exponential-function
355
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Calculating variance of integrated Brownian motion

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#stochastic-processes #expectation #brownian-motion
269
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The variation process is adapted?

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#probability-theory #stochastic-processes
722
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Doob's first martingale convergence theorem

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#limits #probability-theory #measure-theory #stochastic-processes #martingales
5.2k
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Understanding the definition of ergodicity through examples

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#probability-theory #statistics #stochastic-processes #average
140
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Is conditional expectation same for all periods for stationary process?

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#stochastic-processes #signal-processing #stationary-processes
262
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Doob-Meyer, locally integrable variation process is of class D

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#probability #stochastic-processes #stochastic-calculus #stochastic-analysis
129
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Approximation on partitions in $L^2([0,1]\times \Omega)$

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#functional-analysis #probability-theory #measure-theory #stochastic-processes #malliavin-calculus
91
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Question on the proof of the existence of the covariation presented in the book of Kallenberg

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#stochastic-processes #martingales #stochastic-analysis #quadratic-variation #local-martingales
87
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Integrability of first return time of Markov chain

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#probability-theory #stochastic-processes #markov-chains #markov-process
71
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Stopped optional process

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#stochastic-processes
221
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Prove a given sequence is a Martingale

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#probability #stochastic-processes #expectation #martingales #conditional-expectation

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