Newbetuts
.
New posts in stochastic-processes
Recursive martingale
convergence-divergence
stochastic-processes
conditional-expectation
martingales
How to prove that for Brownian motion in $(a, b)$ $\mathbb{E}^x[\min(H_a, H_b)] = (x-a)(b-x)$?
stochastic-processes
brownian-motion
stopping-times
Monotone class theorem
measure-theory
probability-theory
stochastic-processes
monotone-class-theorem
Different versions of functional central limit theorem (aka Donsker theorem)?
probability-theory
stochastic-processes
probability-limit-theorems
Filtration and measure change
stochastic-processes
martingales
Recommendation on stochastic process books
reference-request
stochastic-processes
what's the difference between RDE and SDE?
stochastic-processes
random
stochastic-integrals
Asymmetric ruin probability
probability
stochastic-processes
gambling
What are some modern books on Markov Chains with plenty of good exercises?
reference-request
stochastic-processes
markov-chains
book-recommendation
Relation of Brownian Motion to Helmholtz Equation
stochastic-processes
numerical-methods
partial-differential-equations
A planar Brownian motion has area zero
probability-theory
reference-request
stochastic-processes
brownian-motion
Proof that a sum of Bernoulli rvs has Binomial distribution
stochastic-processes
generating-functions
Why does a time-homogeneous Markov process possess the Markov property?
probability-theory
stochastic-processes
markov-process
Compute $\mathbb{P}\{ W_t < 0 \, \, \text{for all} \, \, 1 < t < 2\}$ for a Brownian motion $(W_t)_{t \geq 0}$ [closed]
probability-theory
stochastic-processes
brownian-motion
Orthogonalisation in Reproducing Kernel Hilbert Space (RKHS) and null space
stochastic-processes
reproducing-kernel-hilbert-spaces
Probability density function of the integral of a continuous stochastic process
probability
probability-theory
probability-distributions
stochastic-processes
stochastic-integrals
Solving Stochastic Integral with Ito's lemma
stochastic-processes
stochastic-calculus
brownian-motion
Solve Ito integral for continuous contributions to stock portfolio
stochastic-processes
stochastic-calculus
stochastic-integrals
Clarification on bounded variation of the terms in the Ito's formula as per Ikeda and Watanabe's book
stochastic-processes
stochastic-calculus
bounded-variation
quadratic-variation
How to deal with $\mathbb{E}\left[\left(\int\limits_0^tW_u^2 u^2\partial u\right)^2\right]$.
stochastic-processes
stochastic-calculus
stochastic-integrals
Prev
Next