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15
Math.TechQA.Club
2026-05-10 22:04:47
696
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Simple exercise on a basic stochastic process (cov, stationary, expectation)
Published on
10 May 2026 - 22:04
#probability
#probability-theory
#stochastic-processes
#normal-distribution
#stationary-processes
198
Views
Why is $T_n-T_{n-1}$ independent of $\mathcal{F}_{T_{n-1}}$ where $T_{n}=\inf \{t>T_{n-1}: |X_t-X_{T_{n-1}}| \geq C\}$?
Published on
11 May 2026 - 9:15
#probability-theory
#stochastic-processes
#stopping-times
#levy-processes
256
Views
Stochastic Processes Question on Proving a Random Walk is a Martingale
Published on
11 Apr 2026 - 3:01
#stochastic-processes
1.2k
Views
Showing a Quadratic Variation is increasing and continuous with respect to time
Published on
17 Apr 2026 - 10:30
#probability-theory
#stochastic-processes
#martingales
#quadratic-variation
602
Views
Filtration for canonical version of a stochastic process
Published on
11 Apr 2026 - 15:34
#probability-theory
#stochastic-processes
#stochastic-calculus
527
Views
Ergodicity of processes defined by SDE
Published on
11 Apr 2026 - 0:14
#reference-request
#stochastic-processes
#stochastic-calculus
#ergodic-theory
1.9k
Views
Hitting time of an open set is not a stopping time for Brownian Motion
Published on
12 Apr 2026 - 3:45
#probability-theory
#stochastic-processes
#brownian-motion
#stopping-times
74
Views
Discrete Stochastic Control with numerical constraint
Published on
16 May 2026 - 4:46
#stochastic-processes
#functional-equations
#discrete-optimization
#optimal-control
#dynamic-programming
604
Views
Variance of stopped Brownian motion
Published on
14 Apr 2026 - 5:29
#stochastic-processes
#brownian-motion
#martingales
#stopping-times
#variance
207
Views
Is a single coin toss SSS
Published on
10 Apr 2026 - 15:03
#probability
#statistics
#stochastic-processes
1.3k
Views
Interchanging expectation and limsup using reverse Fatou
Published on
12 Apr 2026 - 8:42
#real-analysis
#probability
#probability-theory
#stochastic-processes
#limsup-and-liminf
138
Views
What's the expectation of the following stochastic process?
Published on
12 Apr 2026 - 16:09
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-analysis
5.5k
Views
Power of a random variable and related notion of moment
Published on
12 Apr 2026 - 19:12
#statistics
#stochastic-processes
#random-variables
102
Views
Limit of a Borel integral of a function of Brownian motion
Published on
12 Apr 2026 - 5:00
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
80
Views
Mean time of arrival at state $0$ for a specific markov chain on $\mathbb{N}_0$
Published on
14 Apr 2026 - 9:53
#stochastic-processes
#markov-chains
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