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15
Math.TechQA.Club
2026-04-15 10:14:17
118
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Finding the expected value of of $\int_0^s \sqrt{t+B_t^2}dB_t$?
Published on
15 Apr 2026 - 10:14
#probability
#probability-theory
#stochastic-processes
#stochastic-calculus
564
Views
How to solve the SDE: $dX_t = \frac{1}{3}X_t^{\frac{1}{3}}dt+X_t^{\frac{2}{3}}dB_t$?
Published on
16 Apr 2026 - 13:54
#probability-theory
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
178
Views
Expected payoff of a 2-State Markov Chain
Published on
12 Apr 2026 - 21:17
#probability
#stochastic-processes
570
Views
Understanding of stopping times
Published on
08 Apr 2026 - 18:19
#probability-theory
#stochastic-processes
#martingales
#stopping-times
917
Views
Ito's formula and proving a martingale
Published on
13 Apr 2026 - 19:23
#stochastic-processes
#stochastic-calculus
#martingales
683
Views
Finding the Variance of Stopping Time for Simple Random Walk
Published on
10 Apr 2026 - 1:43
#stochastic-processes
#stopping-times
261
Views
Solving root stochastic differential equation
Published on
11 Apr 2026 - 22:53
#stochastic-processes
#stochastic-analysis
#stochastic-differential-equations
887
Views
Construction of Brownian Motion using Haar wavelets
Published on
11 May 2026 - 2:40
#functional-analysis
#probability-theory
#stochastic-processes
#brownian-motion
#wavelets
555
Views
Proving a stochastic process is a martingale
Published on
14 Apr 2026 - 13:45
#stochastic-processes
#stochastic-calculus
#brownian-motion
#martingales
545
Views
Radon-nikodym and martingale exercise
Published on
13 Apr 2026 - 22:36
#probability-theory
#stochastic-processes
#martingales
#conditional-expectation
423
Views
Proving a continuous local martingale by ito's formula
Published on
11 Apr 2026 - 10:36
#stochastic-processes
#stochastic-calculus
#martingales
#local-martingales
1.3k
Views
Integral with respect to a martingale
Published on
13 Apr 2026 - 14:41
#stochastic-processes
378
Views
expectation and itos formula
Published on
10 Apr 2026 - 2:30
#stochastic-processes
#stochastic-calculus
199
Views
$\tau$ is an $\mathcal{F}_n$ stopping time if and only if $\{\tau=n\}\in\mathcal{F}_n$ for all $n\in\mathbb{N}$
Published on
14 Apr 2026 - 9:15
#stochastic-processes
#stopping-times
196
Views
Doubt in the proof of right continuity of the completed Levy Filtration
Published on
11 May 2026 - 9:15
#stochastic-processes
#conditional-expectation
#stochastic-analysis
#levy-processes
#filtrations
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