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Questions
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3
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4
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1k
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A Markov process which is not a strong markov process?

feb 22 11 at 12:14 vinay 1

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12
votes
8
answers
2k
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Brownian bridge interpreted as Brownian motion on the circle

may 2 12 at 9:18 Vincent Beffara 948●3●5

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0
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407
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Karhunen–Loève approximation of Brownian motion and diffusions

mar 23 11 at 18:38 Simon Lyons 888●6●15

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312
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High-dimensional geometry: Top-down Vs. Bottom-up

may 29 at 9:31 Simon Lyons 888●6●15

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6
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4
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634
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What structure is needed to define a Gaussian distribution on a given space?

mar 29 11 at 16:38 Syang Chen 631●2●10

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6
answers
482
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Diffusion sample paths as deformed Brownian sample paths

jul 2 11 at 12:14 Alekk 1,693●8●15

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5
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1
answer
202
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Is there a tropical analogue of a reproducing kernel Hilbert space?

jul 13 at 8:02 S. Sra 10k●1●16●44

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4
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2
answers
689
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Weierstrass' function and Brownian motion

mar 21 11 at 19:21 Shai Covo 1,056●2●8

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3
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4
answers
677
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Time integrals of diffusion processes

jan 20 11 at 11:38 jzadeh 144●9

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1
answer
183
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Converse to Girsanov’s theorem?

feb 8 at 5:13 Alexey 294●1●7

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