Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 33566

Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

2 votes
1 answer
130 views

Distributions of Time Derivatives of Stochastic Processes

Suppose $u(t,\omega), t \geq 0$ is a continuous time stochastic process with smooth paths so $\frac{d}{dt} u(t,\omega)$ exists for all $\omega$. Suppose you know the distribution of $\frac{d}{dt} u(t …
bryan's user avatar
  • 23