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New posts in stochastic-processes
How to show that $dX_{t} = \sqrt{2c\lambda} dB_{t}-\lambda X_{t}dt$ has the following solution
probability
stochastic-processes
stochastic-calculus
stochastic-integrals
stochastic-analysis
$n$-th power of stochastic exponential
probability-theory
stochastic-processes
stochastic-calculus
martingales
stochastic-integrals
Slowest frog on a ladder amongst many, how fast does it climb and how much is it lagging below the others?
probability-theory
stochastic-processes
Showing that Brownian motion is bounded with non-zero probability
stochastic-processes
brownian-motion
'Intuitive' difference between Markov Property and Strong Markov Property
stochastic-processes
stopping-times
Bachelier model option pricing [closed]
probability-theory
stochastic-processes
brownian-motion
martingales
finance
Proving that if $(X_t)_{t\geq0}$ and $(Y_t)_{t \geq0}$ are continuous and have the same marginal distributions, then $P_\mathbb{X}=P_\mathbb{Y}$.
probability-theory
measure-theory
stochastic-processes
Good introductory book for Markov processes
reference-request
stochastic-processes
markov-chains
Weak solution of SDE, Tanaka equation
probability-theory
stochastic-processes
stochastic-calculus
martingales
stochastic-differential-equations
Sum and product of Martingale processes
stochastic-processes
martingales
equilibrium distribution, steady-state distribution, stationary distribution and limiting distribution
stochastic-processes
Law of large numbers for Brownian Motion (Direct proof using L2-convergence)
probability-theory
stochastic-processes
brownian-motion
Limit using Itô isometry
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
martingales
Condition for martingale
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
martingales
Why predictable processes?
stochastic-processes
stochastic-calculus
finance
stochastic-integrals
stochastic-analysis
Fubini's theorem for conditional expectations
probability
probability-theory
stochastic-processes
conditional-expectation
Integral of a Gaussian process
probability-theory
stochastic-processes
normal-distribution
stochastic-calculus
Time until a consecutive sequence of ones in a random bit sequence
stochastic-processes
probability
The Laplace transform of the first hitting time of Brownian motion
measure-theory
probability-theory
stochastic-processes
martingales
brownian-motion
Does Brownian motion visit every point uncountably many times?
probability-theory
stochastic-processes
brownian-motion
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