Hard Stochastic Processes Interview Questions
These are the stochastic processes questions that separate candidates who know the technique from those who can apply it under pressure.
30 questions, 12 of them free to practise right now.
- A 12 before two 7sHardProbabilityStochastic ProcessesView →
- Conditioning a Brownian bridgeHardStochastic ProcessesView →
- Hitting zero on a ringHardProbabilityStochastic ProcessesView →
- Laplace transform of a Brownian exit timeHardStochastic ProcessesView →
- Making a power of Brownian motion a martingaleHardStochastic ProcessesView →
- Mean of a mean-reverting processHardStochastic ProcessesFinance & DerivativesView →
- Quadratic variation in mean-squareHardStochastic ProcessesView →
- Second moment of a Gaussian-kernel stochastic integralHardCalculusStochastic ProcessesView →
- The leap-frog's favorite landing spotHardProbabilityStochastic ProcessesView →
- Two Brownian values, both positiveHardProbabilityStochastic ProcessesView →
- Variance of an Itô integralHardStochastic ProcessesView →
- When a power of the process is a submartingaleHardProbabilityStochastic ProcessesView →
- Amoeba extinctionHardProbabilityStochastic Processes Premium
- Branching process extinction (critical)HardProbabilityStochastic Processes Premium
- Branching process extinction (supercritical)HardProbabilityStochastic Processes Premium
- Drunk man on a bridgeHardExpected ValueStochastic Processes Premium
- Ehrenfest urn stationary distributionHardProbabilityStochastic Processes Premium
- Expected duration of a fair walkHardExpected ValueStochastic Processes Premium
- Expected flips for HHHHardExpected ValueStochastic Processes Premium
- Expected flips for HTHHardExpected ValueStochastic Processes Premium
- Expected revisits of the start stateHardExpected ValueStochastic Processes Premium
- Exponential martingale compensatorHardCalculusStochastic Processes Premium
- Four heads in a rowHardExpected ValueStochastic Processes Premium
- Making change in lineHardCombinatoricsStochastic Processes Premium
- Optional stopping between +3 and −5HardExpected ValueStochastic Processes Premium
- Quadratic variation of a scaled Itô integralHardCalculusStochastic Processes Premium
- Reflected paths ending below the levelHardProbabilityStochastic Processes Premium
- Reflecting wall first-passage timeHardExpected ValueStochastic Processes Premium
- Repainting balls to one colorHardExpected ValueStochastic Processes Premium
- World Series bettingHardExpected ValueStochastic Processes Premium
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