stochastic-process
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Is hitting time of Brownian motion independent
Suppose that $B_t$ is a standard Brownian Motion. And $T_a$ $T_b$ are the hitting time whereas $a<0$, $b>0$. Then are these two rand开发者_运维百科om variables independent?They are not independent:[详细]
2023-04-09 02:48 分类：问答Stochastic calculus library in python
I am looking for a python library that would allow me to compute stochastic calculus stuff, like the (conditional) expectation of a random process I would define the diffusion. I had a lo开发者_JAVA百[详细]
2022-12-08 15:40 分类：问答
![Interactive visualization of a graph in python [closed]](https://www.devze.com/res/2023/04-10/09/92d32fe8c0d22fb96bd6f6e8b7d1f457.gif)
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