#StochasticCalculus notes: Cadlag Modifications

https://almostsuremath.com/2009/12/18/cadlag-modifications/

#StochasticCalculus notes: Upcrossings, Downcrossings, and Martingale Convergence.

https://almostsuremath.com/2009/12/06/upcrossings-downcrossings-and-martingale-convergence/

New almostsure blog post: Model-Independent discrete barrier adjustments.

When monitoring a continuous barrier, but sample discretely, adjustments are required for good convergence.
This looks at how it can be done in a generic way

#StochasticCalculus

https://almostsuremath.com/2023/07/09/model-independent-discrete-barrier-adjustments/

#StochasticCalculus notes: Martingales and Elementary Integrals

https://almostsuremath.com/2009/12/06/martingales-and-elementary-integrals/

#StochasticCalculus notes: Predictable Stopping Times

https://almostsuremath.com/2009/11/30/predictable-stopping-times/

#StochasticCalculus notes: Sigma Algebras at a Stopping Time

https://almostsuremath.com/2009/11/23/sigma-algebras-at-a-stopping-time/

#StochasticCalculus notes: Stopping Times and the Debut Theorem

https://almostsuremath.com/2009/11/15/stopping-times-and-the-debut-theorem/

#StochasticCalculus notes: Filtrations and adapted processes

https://almostsuremath.com/2009/11/08/filtrations-and-adapted-processes/

#StochasticCalculus notes: Stochastic Processes, Indistinguishability and Modifications

Where it all began – the very first post of my notes.

https://almostsuremath.com/2009/11/03/stochastic-processes-indistinguishability-and-modifications/

Follow me here on mastodon for posts on maths, physics, and especially #StochasticCalculus and #probability related material.

I may or may not be posting on twitter (we’ll see how that goes…), but will cross-post any original content here

New almostsure blog post!

This looks at how you can adjust the values of a discretely sampled process in order to accurately monitor a continuous barrier condition.

#StochasticCalculus

https://almostsuremath.com/2023/07/01/discrete-barrier-approximations/

We look forward to new exciting collaborations & papers emerging from our ELLIS/ELISE program workshop ending in Tübingen, Germany, today - an intense exchange on #StochasticCalculus, #StatisticalPhysics & #ML with passionate European scientists that we plan to repeat next year!

Workshop overview: https://sites.google.com/view/scspo23/home