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Approximate average answer to time spent working at the current job

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#stochastic-processes
263
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Find the long-run reward rate using renewal theory

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#probability #stochastic-processes #renewal-processes
147
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Interpretation of the filtration of a process

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#probability #stochastic-processes #conditional-expectation
55
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A simple proof concerning stopping time - stochastic processes.

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#measure-theory #stochastic-processes #stopping-times
68
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If $b:[0,T]\times ℝ→ℝ$ is Borel measurable and $(X_t)_{t\in[0,\:T]}$ is continuous and adapted, then $t\mapsto b(t,X_t)$ is progressively measurable

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#measure-theory #stochastic-processes
701
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Points of bounded variation of Wiener process

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#stochastic-processes #finance #bounded-variation
756
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Functional continuous mapping theorem

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#probability-theory #stochastic-processes #weak-convergence
66
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Stochastic process markov chain probability feature

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#stochastic-processes #random-variables #markov-chains #markov-process
87
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Forward-looking difference equation: closed-form solution to $\sum_{j=0}^{\infty}A^jB\Lambda^j$?

Published on
#linear-algebra #stochastic-processes #recurrence-relations #dynamical-systems
179
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What does "almost surely" mean?

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#probability #stochastic-processes #terminology
90
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Passage probabilities for lines

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#probability-theory #stochastic-processes #brownian-motion #stopping-times
1.6k
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Squared hitting time expectation including Brownian motion

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#stochastic-processes #brownian-motion #martingales #stopping-times
50
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Probability Related

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#probability #stochastic-processes
325
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Dynamic voting quorum

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#probability #statistics #stochastic-processes #bayesian
589
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Stopping time Independent random variables

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#probability #stochastic-processes #martingales #stopping-times

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