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Stochastic-processes
New post in Stochastic-processes
Conditional distribution in Brownian motion
August 1st, 2022
stochastic-processes
brownian-motion
conditional-probability
probability-theory
probability-distributions
Simple proof that stationary birth-death chains are reversible
August 1st, 2022
probability-theory
stochastic-processes
markov-chains
What is the intuition behind right-continuous filtration?
August 1st, 2022
filtrations
stochastic-processes
probability
How to characterize recurrent and transient states of Markov chain
August 1st, 2022
stochastic-processes
Diffusion process. Distribution vs transition probability.
August 1st, 2022
probability-distributions
partial-differential-equations
stochastic-processes
stochastic-calculus
markov-process
Fair gambler's ruin problem intuition
August 1st, 2022
probability
stochastic-processes
intuition
Maximum of *Absolute Value* of a Random Walk
August 3rd, 2022
random-walk
stochastic-processes
probability-theory
Holder continuity of Ito integral
August 1st, 2022
stochastic-analysis
holder-spaces
stochastic-integrals
stochastic-processes
probability-theory
Optional quadratic variation and predictable quadratic variation
August 1st, 2022
quadratic-variation
stochastic-processes
Ito's lemma and taylor series
November 13th, 2020
stochastic-processes
taylor-expansion
Which inequalities are there with stochastic integration?
August 1st, 2022
stochastic-processes
probability-theory
integration
stochastic-calculus
inequality
Good book that contains stochastic integration, martingales and Lévy-processes?
August 1st, 2022
levy-processes
stochastic-processes
stochastic-calculus
book-recommendation
stochastic-analysis
Show that a certain set is measurable
August 1st, 2022
stochastic-processes
measure-theory
Integral of Wiener Squared process
August 1st, 2022
brownian-motion
stochastic-processes
probability
stochastic-integrals
linear combination of two Wiener processes
August 1st, 2022
brownian-motion
stochastic-processes
stochastic-calculus
When is a stochastic process defined via a SDE Markovian?
August 1st, 2022
stochastic-calculus
stochastic-processes
Doob-like inequality
August 1st, 2022
stochastic-processes
Stationary distribution of random walk
August 1st, 2022
stochastic-processes
markov-chains
probability-theory
Stopping time on an asymmetric random walk
August 1st, 2022
stopping-times
martingales
random-walk
probability
stochastic-processes
Is the condition "sample paths are continuous" an appropriate part of the "characterization" of the Wiener process?
August 1st, 2022
stochastic-processes
brownian-motion
When is a Markov process independent-increment?
August 1st, 2022
stochastic-processes
Polya's urn (martingale)
August 1st, 2022
stochastic-processes
probability-theory
expectation
martingales
conditional-expectation
Why is it true that the continuous local martingale with quadratic variation "t" is a square integrable continuous martingale?
August 1st, 2022
quadratic-variation
martingales
stochastic-processes
Ito integral almost sure and $L^2$ limit
August 1st, 2022
probability-theory
stochastic-processes
stochastic-integrals
stochastic-calculus
Joint distribution of Brownian motion and its running maximum
August 1st, 2022
brownian-motion
stochastic-processes
probability-theory
markov-process
Properties of Markov chains
August 1st, 2022
probability
stochastic-processes
probability-theory
markov-chains
Double pendulum probability distribution
August 1st, 2022
probability
probability-distributions
stochastic-processes
dynamical-systems
Transition Kernel of a Markov Chain
August 1st, 2022
probability-theory
markov-process
stochastic-processes
Applying a linear operator to a Gaussian Process results in a Gaussian Process: Proof
August 19th, 2022
stochastic-processes
reference-request
normal-distribution
probability-theory
Why do we always assume waiting time has exponential distribution?
August 1st, 2022
stochastic-processes
probability
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