New posts in stochastic-processes

Proof that a standard Brownian motion visits zero infinitely often at the beginning

Roadmap to SPDEs

what does `ensemble average` mean?

How to prove that $E(M_n 1_{F})=E(M_r 1_{F})$ for a discrete-time martingale $M_n$ with $r>n$?

Is the set $\{ (X_n)_{n \in \mathbb{N}} \text{ has a nondecreasing subsequence} \}$ measurable?

What are some open research problems in Stochastic Processes?

Is $(B_t^2)$ Markov where $(B_t)$ is Brownian motion?

Local martingale is locally uniformly integrable martingale?

Quadratic variation of Brownian motion and almost-sure convergence

Why is stopping time defined as a random variable?

Example of a stochastic process which does not have the Markov property

Is it Possible to Construct all Proofs in Complex Analysis using Brownian Motion?

Stochastic interpretation of Einstein equations

Is the state space of a transient irreductible Markov chain infinite?

Conditional expectation of this stochastic process?

Why is the drift of the stock price not important for options pricing?

Could someone explain rough path theory? More specifically, what is the higher ordered "area process" and what information is it giving us?

Markov strong property exercise

Concrete proof of tightness of product measures on sequence space?

How to calculate the jump of $e^{{\rm i}N_ty-\operatorname E[N_t](e^{{\rm i}y}-1)}$ for a Poisson process $N$?