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Odd event in counting process

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#probability #stochastic-processes #random-variables
616
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There must exist a random variable with certain given law?

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#probability #probability-theory #measure-theory #stochastic-processes
202
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show that the recursive relation of a random walk is unique

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#probability #stochastic-processes #recurrence-relations #random-walk
69
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Constructing a nearly 0 stochastic process or stopping times

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#probability-theory #stochastic-processes #stochastic-analysis #stopping-times
202
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Generating recursive equation for urn question

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#stochastic-processes #recurrence-relations #recursive-algorithms
239
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Moment generating function of summation of random variables

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#probability #stochastic-processes #moment-generating-functions
276
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Itō integral as a limit in probability

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#probability-theory #stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis
486
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Finding variance of Renewal process: a particular renewal equation

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#probability-theory #stochastic-processes #lebesgue-integral #stochastic-integrals
85
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Discrete martingales in $L^p$

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#stochastic-processes #martingales #uniform-integrability
311
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Enlarging the filtration breaks the martingale property

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#stochastic-processes #stochastic-calculus #brownian-motion #martingales #filtrations
307
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Definition of Strict Sense Stationary Random Process

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#stochastic-processes #random-functions
125
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Exponentiate the master equation matrix

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#probability #probability-theory #stochastic-processes #stochastic-calculus #matlab
71
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What's wrong in my example about Q-matrix?

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#matrices #stochastic-processes #markov-chains
44
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Property of local martingales

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#stochastic-processes
248
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Expectation of product of forward and backward recurrence times of a renewal process?

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#stochastic-processes

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