MATH
Login Or Sign up

List Question

15
965
Views

Strong Markov property for Levy Processes

Published on
#stochastic-processes #markov-process #stochastic-analysis #stopping-times #levy-processes
321
Views

optional stopping theorem conditions satisfied?

Published on
#probability #probability-theory #stochastic-processes #stochastic-calculus #stochastic-analysis
45
Views

Proving that $\{\tau_n=\infty\}=\left\{\int_0^TX_u^2\,du\le n\right\} $

Published on
#probability-theory #stochastic-processes #stopping-times
540
Views

Notation $P(X\in dx)$ and integration by susbtitution

Published on
#probability #probability-distributions #stochastic-processes
68
Views

Continuity of a function (Real Analysis)

Published on
#real-analysis #probability #stochastic-processes
171
Views

Understanding Filtrations

Published on
#probability-theory #stochastic-processes #filtrations
239
Views

Random walk $S_n$ with $\operatorname{Var}(X_1)=1,\ E(X_1)=0$

Published on
#probability-theory #stochastic-processes #random-walk
42
Views

$X \sim$ Geometric$(q)$ and $Y \sim$ Binomial$(X,p)$

Published on
#stochastic-processes #random-variables #expectation #binomial-distribution
516
Views

Conditional law of the arrival times of a Poisson process

Published on
#stochastic-processes #poisson-distribution #levy-processes
73
Views

Interesting probability question involving a sum of Bernoulli

Published on
#probability #stochastic-processes #random-variables #expectation
83
Views

A cell's division time conform to exponential distribution with expectation 1/r , what is the corresponding differential equation?

Published on
#ordinary-differential-equations #stochastic-processes #exponential-distribution
7.2k
Views

Proof of Ito quotient rule.

Published on
#stochastic-processes #stochastic-calculus
71
Views

What is the Stochastic Differential Equation associated with $X_t = \frac{1}{t+W_t}$ where $W_t$ is a Wiener Process?

Published on
#stochastic-processes #stochastic-calculus #brownian-motion
382
Views

How to solve the SDE: $dX_t = -\beta(X_t-\alpha)dt + \sigma dW_t$?

Published on
#stochastic-processes #stochastic-calculus #brownian-motion
170
Views

Expected value when the gambler leaves

Published on
#probability #stochastic-processes

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.