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Expectation of Brownian motion with variable drift

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#probability #stochastic-processes #stochastic-calculus #stochastic-integrals
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Expected distance in a continuous random walk

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#stochastic-processes #random #random-walk
785
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Birth and death process-Markov chain -continuous time

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#stochastic-processes #markov-chains #birth-death-process
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How to bound the total number of particles at time $t$ on a linear system. A question concerning Liggetts book Interacting Particle Systems

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#stochastic-processes
170
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Continuity of expectations of Levy process with bounded jumps

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#probability-theory #stochastic-processes #stochastic-analysis
470
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How to calculate the expectation and the variance of a stochastic integral with correlated Brownian motions?

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#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis
91
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Getting conditional probability is more difficult than joint probability?

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#probability #probability-theory #probability-distributions #stochastic-processes #random-variables
423
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Sum of Poisson process and i.i.d. random variable

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#probability #stochastic-processes #random-variables
1.1k
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Simple symmetric random walk and limit of expected value at stopping time.

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#stochastic-processes #markov-chains #martingales #random-walk
62
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Markov Chain with Hitting Probability Bounded Below by $\alpha>0$

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#stochastic-processes #markov-chains
469
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finding joint distribution and poisson process

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#statistics #stochastic-processes #poisson-distribution #poisson-process
373
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stochastic recurrence relation

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#probability #stochastic-processes #recurrence-relations
71
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What is the difference between sup P{|x(t)|>a}=0 and P{sup |x(t)|>a}=0

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#probability #probability-theory #stochastic-processes #stochastic-calculus
195
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When to use stationary increments and when to use independent increments

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#stochastic-processes #poisson-process
398
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Expected amount of time in a state of a CTMC?

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#probability-theory #stochastic-processes #markov-chains #stochastic-calculus

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