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15
Math.TechQA.Club
2026-04-09 14:07:55
513
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Itô lemma use in proof of Feynman-Kac formula
Published on
09 Apr 2026 - 14:07
#stochastic-processes
#stochastic-integrals
#stochastic-analysis
31
Views
Properties of Stoppign times
Published on
08 Apr 2026 - 17:30
#stochastic-processes
#stopping-times
171
Views
Computing mutual information for variables satisfying linear SDEs
Published on
16 Apr 2026 - 7:48
#stochastic-processes
#stochastic-calculus
#brownian-motion
#statistical-mechanics
671
Views
Estimate transition density function of Ito Diffusion SDE
Published on
10 Apr 2026 - 15:50
#partial-differential-equations
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#estimation
909
Views
Compute mean and variance waiting time of M/M/1 Queue
Published on
16 Apr 2026 - 8:47
#probability-theory
#stochastic-processes
#queueing-theory
401
Views
Natural filtration and Kolmogorov existence theorem
Published on
09 Apr 2026 - 14:14
#probability-theory
#stochastic-processes
#filtrations
2.2k
Views
Joint Mass Function of a Poisson Process
Published on
09 Apr 2026 - 12:01
#probability
#stochastic-processes
1.2k
Views
Covariance of Brownian bridge increments
Published on
14 Apr 2026 - 19:38
#probability-theory
#stochastic-processes
#brownian-motion
#covariance
175
Views
Survival dynamics in zombie post-apocalypse
Published on
10 Apr 2026 - 2:12
#stochastic-processes
#recreational-mathematics
#problem-solving
113
Views
Why can we transform SDE like that?
Published on
14 Apr 2026 - 19:11
#ordinary-differential-equations
#stochastic-processes
364
Views
$T := \inf \{ t \geq 0 : B_t = S_1 \}$ not a stopping time
Published on
16 Apr 2026 - 10:45
#stochastic-processes
#brownian-motion
197
Views
Strong mixing conditions for semi Markov chains and/or regenerative processes?
Published on
10 May 2026 - 20:37
#probability-theory
#stochastic-processes
#markov-chains
#stationary-processes
#mixing
258
Views
Characterization of a time-reversible Gauss-Markov process.
Published on
12 Apr 2026 - 15:20
#probability
#probability-theory
#stochastic-processes
#markov-process
#control-theory
67
Views
Question regarding the distribution of $aW(t)-W(s)$
Published on
12 Apr 2026 - 2:55
#probability
#probability-distributions
#stochastic-processes
#brownian-motion
1.2k
Views
Joint Distribution of Brownian Motion and its Time Integral
Published on
13 Apr 2026 - 13:34
#reference-request
#stochastic-processes
#stochastic-calculus
#brownian-motion
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