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New posts in stochastic-processes
Proof that a standard Brownian motion visits zero infinitely often at the beginning
probability-theory
stochastic-processes
brownian-motion
Roadmap to SPDEs
probability
partial-differential-equations
reference-request
stochastic-processes
what does `ensemble average` mean?
statistics
stochastic-processes
average
order-statistics
How to prove that $E(M_n 1_{F})=E(M_r 1_{F})$ for a discrete-time martingale $M_n$ with $r>n$?
probability-theory
stochastic-processes
martingales
Is the set $\{ (X_n)_{n \in \mathbb{N}} \text{ has a nondecreasing subsequence} \}$ measurable?
probability
probability-theory
measure-theory
stochastic-processes
What are some open research problems in Stochastic Processes?
probability
probability-theory
stochastic-processes
stochastic-calculus
Is $(B_t^2)$ Markov where $(B_t)$ is Brownian motion?
probability-theory
stochastic-processes
brownian-motion
markov-process
Local martingale is locally uniformly integrable martingale?
probability-theory
stochastic-processes
martingales
uniform-integrability
Quadratic variation of Brownian motion and almost-sure convergence
stochastic-processes
brownian-motion
quadratic-variation
Why is stopping time defined as a random variable?
probability
stochastic-processes
martingales
stopping-times
Example of a stochastic process which does not have the Markov property
stochastic-processes
markov-chains
Is it Possible to Construct all Proofs in Complex Analysis using Brownian Motion?
complex-analysis
soft-question
stochastic-processes
brownian-motion
harmonic-functions
Stochastic interpretation of Einstein equations
differential-geometry
partial-differential-equations
stochastic-processes
mathematical-physics
general-relativity
Is the state space of a transient irreductible Markov chain infinite?
probability
probability-theory
stochastic-processes
markov-chains
markov-process
Conditional expectation of this stochastic process?
stochastic-processes
conditional-expectation
martingales
Why is the drift of the stock price not important for options pricing?
probability-theory
stochastic-processes
brownian-motion
finance
stochastic-analysis
Could someone explain rough path theory? More specifically, what is the higher ordered "area process" and what information is it giving us?
stochastic-processes
stochastic-calculus
stochastic-integrals
stochastic-analysis
rough-path-theory
Markov strong property exercise
probability
probability-theory
stochastic-processes
markov-chains
markov-process
Concrete proof of tightness of product measures on sequence space?
measure-theory
stochastic-processes
How to calculate the jump of $e^{{\rm i}N_ty-\operatorname E[N_t](e^{{\rm i}y}-1)}$ for a Poisson process $N$?
limits
probability-theory
stochastic-processes
exponential-function
stochastic-analysis
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