以下是關於 Stochastic-Processes 的 7 個問答

Stochastic-Processes

What kind of interpolation is this?

  • February 19, 2022
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Stochastic-Processes

為什麼跳轉過程必須是 Cadlag 而不是相反

  • August 13, 2021
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Stochastic-Processes

隨機過程的機率分佈∫噸0在噸d在在∫0噸在噸d在在int_{0} ^{t}frac{u}{t}dW_{u}

  • November 26, 2019
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Stochastic-Processes

隨機過程增量的獨立性1噸∫噸0你呢在在1噸∫0噸在d在在frac{1}{t}int_0^t u dW_u

  • November 21, 2019
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Stochastic-Processes

Distribution in Heston

  • May 3, 2018
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Stochastic-Processes

How to understand the following brownian integral using Fubini’s method?

  • July 4, 2016
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Stochastic-Processes

Reflection Principle

  • July 2, 2015
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