MATH
Login Or Sign up

List Question

15
97
Views

On simple random walk with $\mathbb{P}\left(X=+1\right)=p>\frac{1}{2}$

Published on
#stochastic-processes #markov-chains #random-walk
35
Views

Ultrastrators civilization

Published on
#stochastic-processes
35
Views

Let $A=\{0,1,\dots\}$ and $B=\{n: P(X=n)\ge P(Y=n)\}$. Show that $P(X \in A)-P(Y\in A) \le P(X∈(A∩B)) - P(Y ∈(A∩B))$

Published on
#probability #stochastic-processes #random-variables
174
Views

Compute transition probability of $W_{1-t}$ where $W_t$ is a Wiener process/Brownian motion

Published on
#stochastic-processes #markov-process
3k
Views

Showing Brownian motion is a martingale

Published on
#probability-theory #stochastic-processes #brownian-motion #martingales #independence
146
Views

Indistinguishable Continuous Version of Martingale

Published on
#stochastic-processes #stochastic-calculus
709
Views

Parameter estimation for Stochastic differential equation

Published on
#reference-request #stochastic-processes #parameter-estimation
308
Views

What does a 'pathwise' solution mean

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-differential-equations
45
Views

Stochastic Processes ($F_n$ measurable)

Published on
#statistics #stochastic-processes #martingales #measurable-functions
178
Views

Calculating $\mathbb{E}(|B_t|^{-2})$ for 3-dim. Brownian motion

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #expected-value
265
Views

Can a birth death chain having a finite space contain any recurrent state?

Published on
#stochastic-processes #markov-chains #markov-process #birth-death-process
11.6k
Views

Difference between weak ( or martingale ) and strong solutions to SDEs

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-differential-equations
35
Views

Are we able to determine the distribution of a general stochastic integral?

Published on
#probability-theory #stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis
476
Views

Can we always find a stochastic process whose autocorrelation function is a given positive semidefinite function?

Published on
#probability-theory #proof-verification #stochastic-processes #signal-processing
1.5k
Views

find expected time and variance for state by using birth and death process

Published on
#stochastic-processes #birth-death-process

Trending Questions

Popular # Hahtags

second-order-logic numerical-methods puzzle logic probability number-theory winding-number real-analysis integration calculus complex-analysis sequences-and-series proof-writing set-theory functions homotopy-theory elementary-number-theory ordinary-differential-equations circles derivatives game-theory definite-integrals elementary-set-theory limits multivariable-calculus geometry algebraic-number-theory proof-verification partial-derivative algebra-precalculus

Popular Questions

Copyright © 2021 JogjaFile Inc.