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6 votes
1 answer
162 views

Intuition for Markov process

5 votes
1 answer
560 views

General version of the fundamental theorem of asset pricing in continuous time

4 votes
1 answer
326 views

Infinitesimal Generator of semigroup for markov chain

3 votes
1 answer
151 views

Similarity reductions in Black Scholes PDE

2 votes
1 answer
133 views

Top to random shuffling stationary distribution

2 votes
1 answer
284 views

Generator of waiting time process in a queue

2 votes
1 answer
98 views

Cesaro sum convergence in probability

2 votes
1 answer
152 views

Convergence of a sequence of martingale

1 vote
2 answers
67 views

Derivative of integral of a function

1 vote
1 answer
348 views

Hahn Banach separation theorem and weak* topology

1 vote
0 answers
339 views

Proving the discounted stock price is martingale

1 vote
0 answers
71 views

Martingale at increasing stopping times is a martingale

1 vote
1 answer
76 views

Writing a nonconvex program as a linear program

1 vote
1 answer
69 views

Gamblers ruin- Expected number of returns

1 vote
1 answer
50 views

Derivative of Integral-2 methods

1 vote
0 answers
40 views

Generator for total time spent in the system

1 vote
1 answer
84 views

Convergence in probability of Cesaro sums

1 vote
1 answer
61 views

Proving or disproving an inequality

1 vote
0 answers
40 views

Cycle of queues

0 votes
0 answers
58 views

Reference Request: LP representation of problems

0 votes
1 answer
74 views

Blackwells Theorem in renewal theory and implications

0 votes
0 answers
42 views

Finding possible values of entries of a simplex tabeau

0 votes
0 answers
28 views

Equivalent definitions of cutoff time for Markov chains

0 votes
0 answers
40 views

Random Walk on the cycle-mixing time

0 votes
0 answers
20 views

Immediate reward in a continuous time Markov decision process

0 votes
1 answer
28 views

Discrete time queueing system with job types

0 votes
1 answer
41 views

Complementary of memoryless property for Exponential random variables

0 votes
1 answer
30 views

Distributions having this specific property

0 votes
1 answer
76 views

Showing a joint process is markov

0 votes
1 answer
33 views

Epsilon delta representation of sum of partial derivaticves