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15
Math.TechQA.Club
2026-04-09 04:19:33
58
Views
Average time of a student enrolling in school
Published on
09 Apr 2026 - 4:19
#probability
#stochastic-processes
#queueing-theory
231
Views
Infinite limit in Itô-integral.
Published on
09 Apr 2026 - 17:55
#stochastic-processes
#stochastic-calculus
#book-recommendation
#stochastic-integrals
76
Views
Question about the application of Optional Stopping Thm (Supermartingale Case).
Published on
11 Apr 2026 - 11:53
#probability-theory
#stochastic-processes
#stopping-times
53
Views
Fraction of enrolled students that are full-time on average
Published on
12 Apr 2026 - 1:06
#probability
#stochastic-processes
#queueing-theory
1.6k
Views
Average time spent in the system for a customer
Published on
11 Apr 2026 - 7:32
#probability
#stochastic-processes
#queueing-theory
41
Views
General element of a stochastic matrix P^n via eigenvalues
Published on
16 Apr 2026 - 3:52
#linear-algebra
#stochastic-processes
770
Views
Show $X_t=t\cdot W_{1/t}$ is a martingale using Ito
Published on
16 Apr 2026 - 10:27
#stochastic-processes
#brownian-motion
#martingales
#stochastic-differential-equations
#local-martingales
82
Views
Mean number of visits till absorbed by closed class
Published on
14 Apr 2026 - 10:19
#stochastic-processes
#transition-matrix
2.4k
Views
Sum of Ito processes
Published on
12 Apr 2026 - 12:06
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-integrals
72
Views
MCMC for uncontrolled dynamics
Published on
09 Apr 2026 - 2:57
#stochastic-processes
#dynamical-systems
#control-theory
#monte-carlo
#simulation
50
Views
How can I calculate optimal controls and sample trajectories in a stochastic optimal control problem?
Published on
12 Apr 2026 - 11:04
#optimization
#stochastic-processes
#matlab
#random-walk
#control-theory
5.8k
Views
Gambler's ruin and martingale
Published on
13 Apr 2026 - 2:36
#probability-theory
#stochastic-processes
#martingales
#conditional-expectation
778
Views
How to check if a stochastic process derived from a random walk is a martingale?
Published on
09 Apr 2026 - 14:47
#probability-theory
#stochastic-processes
#martingales
#random-walk
760
Views
Definition of intensity of a counting process
Published on
10 Apr 2026 - 2:16
#statistics
#stochastic-processes
#stochastic-calculus
62
Views
Static hedging strategy
Published on
08 Apr 2026 - 17:40
#stochastic-processes
#finance
#stochastic-integrals
#stochastic-analysis
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