MATH
Login Or Sign up

List Question

15
831
Views

time step for Brownian motion

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-approximation
46
Views

About the following property of Poisson Process

Published on
#probability #stochastic-processes
1k
Views

compute the variance of the area under a brownian path

Published on
#probability #stochastic-processes #brownian-motion #stochastic-integrals
148
Views

$\mathbb F$-Martingale indexed on $\mathbb Q$ and left/right limit on $\mathbb R$ along $\mathbb Q$

Published on
#general-topology #measure-theory #stochastic-processes #martingales
439
Views

Example of continuous function with unbounded quadratic variation

Published on
#real-analysis #probability-theory #stochastic-processes
88
Views

Are vector field flows and Feller processes related?

Published on
#differential-geometry #reference-request #stochastic-processes
92
Views

Application Ito's formula

Published on
#probability-theory #stochastic-processes #stochastic-calculus
105
Views

Question on a Markov chain exercise

Published on
#matrices #stochastic-processes #markov-chains #markov-process
173
Views

Ito's product rule in higher dimension

Published on
#stochastic-processes #stochastic-calculus #stochastic-integrals
217
Views

Brownian motion and stopping time with a n degree polynomial barrier

Published on
#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion #stopping-times
30
Views

If $X$ is a continous and adapted process then $\Bbb E[X_{t_0}^2]<+\infty$.

Published on
#probability-theory #proof-verification #stochastic-processes
313
Views

Stationary Distribution of a Geometric Brownian Motion with a resetting barrier

Published on
#stochastic-processes
101
Views

Characterising $\sigma$-algebra generated by a transformed random variable

Published on
#probability-theory #measure-theory #stochastic-processes
552
Views

Derive the variance of the ARMA process

Published on
#stochastic-processes #time-series
111
Views

Semimartingales are closed under absolutely continuous measure change.

Published on
#reference-request #stochastic-processes #stochastic-calculus

Trending Questions

Popular # Hahtags

geometry circles algebraic-number-theory functions real-analysis elementary-set-theory proof-verification proof-writing number-theory elementary-number-theory puzzle game-theory calculus multivariable-calculus partial-derivative complex-analysis logic set-theory second-order-logic homotopy-theory winding-number ordinary-differential-equations numerical-methods derivatives integration definite-integrals probability limits sequences-and-series algebra-precalculus

Popular Questions

Copyright © 2021 JogjaFile Inc.