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New posts in stochastic-processes
Convergence of discrete-time Markov chain to Feller processes
probability-theory
stochastic-processes
markov-chains
markov-process
stochastic-analysis
Infinitesimal generator of the Brownian motion on a sphere
stochastic-processes
stochastic-calculus
brownian-motion
stochastic-differential-equations
Understanding the Fokker-Planck equation for non-stationary processes
partial-differential-equations
stochastic-processes
Why does Brownian motion have drift on Riemannian Manifolds?
differential-geometry
stochastic-processes
riemannian-geometry
stochastic-calculus
brownian-motion
"Continuity" of stochastic integral wrt Brownian motion
probability-theory
stochastic-processes
brownian-motion
stochastic-integrals
stochastic-analysis
Infinitesimal Generator of Ito Diffusion Process
stochastic-processes
stochastic-calculus
stochastic-analysis
semigroup-of-operators
Relation between Hermite polynomials and Brownian motion (on martingale property) [duplicate]
stochastic-processes
brownian-motion
martingales
stochastic-analysis
Logarithm of a Markov Matrix
linear-algebra
stochastic-processes
logarithms
Ant in a circle
stochastic-processes
Splitting Poisson process formal proof
probability
probability-distributions
stochastic-processes
poisson-distribution
poisson-process
How can I show that this stochastic process satisfies the heat equation?
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
stochastic-integrals
Solving the SDE $dX(t) = (c(t) + d(t)X(t))dt + (e(t) + f(t)X(t))dW(t)$
stochastic-processes
stochastic-calculus
stochastic-differential-equations
Unable to compute conditional probability
probability
stochastic-processes
conditional-probability
How to prove that convergence in MGF implies Convergence in Distribution?
probability
probability-theory
probability-distributions
stochastic-processes
Expectation of Exit Time of Brownian Motion from Interval
probability
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
Transition matrix exercise
probability
stochastic-processes
markov-chains
markov-process
transition-matrix
If $X_t = Y_t$ in distribution, for any $t \in T$ (compact), is it true that $\mathbb E \sup_{t \in T} X_t = \mathbb E\sup_{t \in T} Y_t$?
probability
measure-theory
stochastic-processes
random-functions
Convergence of exponential Brownian martingale to zero almost surely
stochastic-processes
brownian-motion
$3$ scorpions are chasing $1$ ant on the edges of a cube. The ant is $3$ times as fast than any scorpion. Can the ant survive?
graph-theory
stochastic-processes
puzzle
game-theory
algorithmic-game-theory
Relative entropy for martingale measures
probability-theory
stochastic-processes
stochastic-analysis
entropy
local-martingales
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