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Stochastic process
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Words: 420
Articles: 18
A stochastic process is a family of random variables indexed by time or another ordered parameter.
Table of contents
420
18
Gaussian process
Stochastic process
24
Brownian motion
Stochastic process
380
16
Brownian bridge
Brownian motion
22
Exponential Brownian martingale
Brownian motion
103
3
Risk-neutral measure for the Black-Scholes model
Exponential Brownian martingale
72
2
Power payoff in the Black-Scholes model
Risk-neutral measure for the Black-Scholes model
9
Brownian time reversal for fixed-strike lookback extrema
Risk-neutral measure for the Black-Scholes model
37
Gaussian-process characterization of Brownian motion
Brownian motion
15
Time inversion of Brownian motion
Brownian motion
26
Brownian motion with drift
Brownian motion
59
3
Finite-horizon maximum of Brownian motion with negative drift
Brownian motion with drift
20
Infinite-horizon crossing probability for Brownian motion with negative drift
Brownian motion with drift
5
Last passage time above a level for Brownian motion with negative drift
Brownian motion with drift
20
Brownian reflection principle
Brownian motion
25
Cameron-Martin theorem for a linear drift
Brownian motion
23
Brownian transition semigroup
Brownian motion
44
1
Brownian compensator martingale
Brownian transition semigroup
26
Exponential test-function characterization of Brownian motion
Brownian motion
42
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Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Gaussian process