MATH
Login Or Sign up

List Question

15
541
Views

M/M/1 Response Time Formula - What is intuitive meaning...

Published on
#stochastic-processes #intuition #queueing-theory
43
Views

Variance of VAR(2) time series

Published on
#linear-algebra #stochastic-processes #time-series
488
Views

Is there any (almost surely finite) cadlag process which is not locally bounded?

Published on
#probability-theory #stochastic-processes #stochastic-calculus
53
Views

Simulation of a $ M/M/1/3$ queuing system (probability that it will become full in first $n$ time units).

Published on
#probability #stochastic-processes #simulation
462
Views

Brownian motion: exit time from symmetric strip

Published on
#probability #brownian-motion #stochastic-processes
290
Views

Four-dimensional Brownian motion from covariance matrix

Published on
#linear-algebra #probability-theory #stochastic-processes #brownian-motion
60
Views

Proof reference for the following theorem

Published on
#stochastic-processes #stochastic-calculus #martingales #stochastic-integrals
811
Views

Expectation of random variable indexed by random variable

Published on
#probability #probability-theory #stochastic-processes #conditional-expectation #random
96
Views

Reflected Brownian motion loss as an upper bound on reflected random walk loss?

Published on
#stochastic-processes #brownian-motion #random-walk #optimal-control
1.3k
Views

Expected value of Wiener process

Published on
#probability #stochastic-processes #expectation
603
Views

What is the motivation for using a geometric Brownian motion as to a Brownian motion in finance?

Published on
#stochastic-processes #brownian-motion #finance
352
Views

Problems with using Ito's Lemma on the Pricing function of the Asian Call option

Published on
#stochastic-processes #stochastic-calculus
933
Views

Probability of first-passage, and conditional distribution of first-passage-time of a diffusion process with negative drift

Published on
#measure-theory #stochastic-processes #expectation #stopping-times
108
Views

Expected value of a simple binary stochastic model

Published on
#stochastic-processes
244
Views

Probabilistic Interpretation of Laplace-Beltrami Spectrum

Published on
#probability #differential-geometry #stochastic-processes #riemannian-geometry #spectral-theory

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.