# Tagged Questions

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### 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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415 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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### 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.
...