#stochasticprocesses

6 posts

@math_stackexchange Relationship between Brownian Motion and Inverse Gaussian? #Mathematics #StochasticProcesses #Probability
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Oct 20, 2026
@math_stackexchange About generalized wiener process in Prato and Zabczyk's book: Stochastic equations in infinite Dimensions(2ed) #Mathematics #StochasticProcesses #StochasticCalculus
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Oct 19, 2026
@math_stackexchange Literature on continuous-time Markov chains #Mathematics #MarkovChains #StochasticProcesses
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Oct 17, 2026
@math_stackexchange Asymmetric random walk with absorbing barriers as a martingale #Mathematics #Probability #StochasticProcesses
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May 17, 2020
@math_stackexchange There exists a real number so that $X_n$ is a martingale #Mathematics #Probability #StochasticProcesses
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Feb 13, 2016
@math_stackexchange Hitting probabilities for Brownian motion #Mathematics #StochasticProcesses #Probability
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Jun 28, 2013