# Tagged Questions

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votes

**1**answer

329 views

### Mathematical properties of financial prices

Prices of financial assets (stock-market prices or currency exchange rates) obviously resemble trajectories of stochastic processes.
What is known about their mathematical properties ?
I know ...

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**3**answers

274 views

### “Graphical models” and “gene finding and diagnosis of diseases” ?

Quote Wikipedia: Applications of graphical models include ... gene finding and diagnosis of diseases...
Unfortunately there is no comment what are these applications...
Can one comment on this ?
...

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**1**answer

417 views

### Stochastic process with Bessel function autocorrelation. (Rayleigh (Jakes) fading for radiowave propagation)

Have the stochastic following process f(t) been studied in mathematics ?
It is stationary, Gaussian, f(t) - complex independent Gaussians N(0,1).
The autocorrelation is given by the
zeroth-order ...

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**2**answers

272 views

### Diffusion processes in probabilistic modelling

I'm working on a PhD project that involves parameter estimation for diffusion processes. I'm based in a machine learning research group, and the emphasis here is strongly on "practical" research.
...

**5**

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**2**answers

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### Can I relate the L1 norm of a function to its Fourier expansion?

I would like to express the integral of the absolute value of a real-valued function $f$ (over a finite interval) in terms of the Fourier coefficients of $f$. Failing that, I would like to know of any ...