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New posts in stochastic-processes
Distribution of hitting time of line by Brownian motion
stochastic-processes
What is meant by a continuous-time white noise process?
probability-theory
stochastic-processes
noise
When can we interchange the derivative with an expectation?
probability-theory
stochastic-processes
Convergence of $np(n)$ where $p(n)=\sum_{j=\lceil n/2\rceil}^{n-1} {p(j)\over j}$
sequences-and-series
probability
stochastic-processes
Wiener Process $dB^2=dt$
stochastic-processes
stochastic-calculus
brownian-motion
Random walk on $n$-cycle
probability-theory
stochastic-processes
random-walk
Trouble with extending Doob's Optional Stopping Theorem
probability-theory
stochastic-processes
martingales
stochastic-analysis
stopping-times
Geometric Brownian motion and its inverse
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
stochastic-differential-equations
If a coin toss is observed to come up as heads many times, does that affect the probability of the next toss?
probability
stochastic-processes
What is the importance of the infinitesimal generator of Brownian motion?
probability-theory
stochastic-processes
brownian-motion
markov-process
Numerical phenomenon. Who can explain?
probability
stochastic-processes
Why did my friend lose all his money?
probability
stochastic-processes
martingales
What's the difference between stochastic and random?
stochastic-processes
terminology
random
Proving that $1$- and $2D$ simple symmetric random walks return to the origin with probability $1$
probability-theory
stochastic-processes
random-walk
symmetry
A random walk on a circle with $n$ points. What is the probability that the walk will end at point $i$ ? ($0 \le i \le n-1$) [duplicate]
probability-theory
stochastic-processes
random-walk
Showing that $X(t)=\int_0^tB(s)ds $ is a Gaussian process.
probability
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
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