New posts in stochastic-processes

If $P$ is a regular transition probability matrix then $P^{n^2}$ has no zero element

stochastic-processes markov-chains

Quadratic variation of ito integral

stochastic-processes stochastic-calculus brownian-motion quadratic-variation

Calculate the diffusion coefficient from a random walk with stay.

probability stochastic-processes normal-distribution random-walk numerical-optimization

Repeatedly Toss Balls into Bins

probability-distributions stochastic-processes random balls-in-bins probability

Expected Extinction Time in Branching Process

probability-theory stochastic-processes random-variables

Gaussian Mixture Model: What is a "universal approximator of densities"?

probability-distributions stochastic-processes density-function

Verify that $X_n$ is a martingale

probability-theory statistics stochastic-processes martingales

Decomposition of semimartingales

stochastic-processes martingales

Is a vector of independent Brownian motions a multivariate Brownian motion?

measure-theory stochastic-processes stochastic-calculus brownian-motion

Is a predictable process adapted?

probability-theory stochastic-processes

Hard Question in Stochastic processes - variance Martingales

probability stochastic-processes martingales

A sequence of order statistics from an iid sequence

stochastic-processes

Definition/Construction of Wiener Measure

probability-theory stochastic-processes stochastic-calculus stochastic-integrals stochastic-analysis

Strong Markov property of Brownian motion

probability stochastic-processes brownian-motion markov-process

When is a stochastic integral a martingale?

probability-theory stochastic-processes stochastic-calculus stochastic-integrals stochastic-analysis

Asymptotic behavior of piecewise recursive random variable.

probability stochastic-processes markov-chains conditional-expectation martingales

What is a good category for probability theory?

probability-theory stochastic-processes category-theory monoidal-categories

Probability of Gambler's Ruin with Unequal Gain/Loss

probability stochastic-processes

Hitting time inequality

stochastic-processes

expectation of $\int_0^t W_s^2 dW_s $ (integral of square of brownian wrt to brownian)

stochastic-processes expectation brownian-motion stochastic-integrals