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Results tagged with stochastic-processes
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user 116109
A stochastic process is a collection of random variables usually indexed by a totally ordered set.
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Expected value and variance of a stochastic process
First, integrate your SDE. Then you need to use the fact that $v_t$ has Gaussian distribution with mean $m_t$ and variance $n_t$, and apply the expectation to your equation to get the differential equ …
