# Tagged Questions

**2**

votes

**0**answers

95 views

### Stationary Distribution for Markov-like system?

Let
\begin{equation}
A=
\begin{pmatrix}
0 & a_{1,2} & a_{1,3} \\
a_{2,1} & 0 & a_{2,3} \\
a_{3,1} & a_{3,2} & 0
\end{pmatrix},
\end{equation}
\begin{equation}
B=
...

**3**

votes

**2**answers

278 views

### Itô's Formula on a bounded Domain

Let $U$ be a connected and bounded Domain, w.l.o.g. we choose $[0,1]^2$ and let $f \in \mathcal{C}^2((0,1)^2)$ with $\Delta f(x)=0$ for $x \in (0,1)^2$ and having normal derivative of $0$ almost ...

**5**

votes

**1**answer

142 views

### Reference for difference equations converging to ODE

I am looking for a reference for a result of the following form:
I have a sequence of discrete probability distributions, $p_N$, where the $N$th distribution has associated state space {$k/N, 1 \leq ...

**10**

votes

**3**answers

1k views

### Infinitesimal generators of stochastic processes

What's the $L^1$ analogue of Stone's theorem saying that any strongly continuous 1-parameter unitary groups has a unique self-adjoint generator?
More precisely: let $X$ be a measure space ...

**0**

votes

**1**answer

775 views

### Generalizations of a product formula for the gamma function

Hello and Happy holidays.
I am interested in generalizations of the following product formula for the gamma function
$\Gamma(z)= \int_{0}^{\infty} t^{z-1}e^{-t}dt$ when $n \geq 2$:
\begin{align}
...