A stochastic process is a collection of random variables usually indexed by a totally ordered set.

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### Can we transform $\int_\rho^1 (W_t - W_{t-\rho}) dW_t$ to make its law $\rho$-invariant?

**2**

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### Continuous Local Martingales under time change under what conditions are they still local martingales?

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### Two correlated time series processes

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**1**answer

### Is the law of $\sup_{l \leq t \leq u} \frac{|B_t|}{\sqrt{t}}$ atomless?

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### Cadlag and adapted (usual conditions assumed) imply progressively measurable (related to Protter's Stochastic Calculus theorem 6)

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### Random solute transport equation

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### Generators and Covariance Operators of Diffusions

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### Differentiability of a stochastic process depending on a spatial parameter

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### Question about Protter's proof of the Ito's formula

**8**

**2**answers

### Counting Hamiltonian cycles in $n \times n$ square grid

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**0**answers

### Does completion of natural filtration preserve the Markov property?

**1**

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### Stationary recursive sequence and nonzero probabilities

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### Reflected SDE with vanishing diffusion term at the boundary

**2**

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### Why is the Jain Monrad condition the right condition on general Gaussian processes?

**4**

**1**answer

### Expected time of distinguishability of a series of Poisson processes bounded by each other

**3**

**1**answer

### Are Holder Condition and signal to noise ratio (SNR) related?

**2**

**0**answers

### Reference request: semimarkov processes

**3**

**0**answers

### Hitting times for stochastic convolution integral

**2**

**1**answer

### Is the ito integral $\int_0^t \operatorname{sign}(W_s)\mathrm{d}W_s$ a Brownian motion?

**1**

**0**answers

### Semimartingale property up to a specified time

**2**

**1**answer

### order of the singularity of a Green's function to the fractional Laplacian

**4**

**1**answer

### fractional Brownian Motion driven stochastic integrals

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### variance of a recursive distribution

**2**

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### Ergodicity of differentiated processes

**3**

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### Regularity of martingales with respect to spatial parameters

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### Are Matérn class kernels universal kernels or not?

**3**

**1**answer

### Under what condition we get back path from signatures in rough path theory?

**1**

**0**answers

### Meaning of $. \wedge t$ (. \wedge t) in stochastic analysis

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**1**answer

### Jumping times on Borel sets away from zero are stopping times

**2**

**1**answer

### Obtaining the distribution of the First Hitting time of the Bessel Process

**1**

**0**answers

### CLT for random sums: Anscombe's Theorem vs. “classical” version

**0**

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### Bounded over time versus bounded over stopping times

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**1**answer

### Continuity w.r.t time vs Continuity w.r.t. stopping times

**3**

**1**answer

### How to construct a Poisson process not based on Lebesgue measure?

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**1**answer

### Limit distribution of Ornstein-Uhlenbeck equation

**4**

**0**answers

### Exit time of a stochastic process defined by a SDE

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### Transition probabilities for an approximating tree for a couple of correlated stochastic processes

**4**

**1**answer

### Support of bivariate joint distribution of stationary and ergodic sequence

**1**

**0**answers

### Connection between deterministic and stochastic problems in PDEs

**0**

**0**answers

### Invariant measures for a renewal process driven by Interarrival times bounded away from zero

**1**

**0**answers

### Prove that a local martingale with spatial parameter is differentiable

**2**

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### Random averages over a Point process - Campbell's Theorem

**0**

**1**answer

### Does sequence almost sure convergence imply almost sure convergence?

**0**

**1**answer

### Convergence of an integral with respect to the Wiener measure

**0**

**0**answers

### Literature request: Characterization of semimartingales

**6**

**1**answer

### Covariance function of Brownian motion and the second derivative operator

**0**

**0**answers

### What is the Wiener measure of the curves with Hölder index $\frac 1 2$?

**3**

**0**answers

### Growth models with lookahead

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**0**answers

### Ornstein-Uhlenbeck type process with thresholding

**5**

**3**answers