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This might be a false impression on my part, but it seems like on Cross Validated, Math.SE, and Math Overflow, only a very small proportion of questions are about stochastic processes, and they seem to get relatively little attention and answers compared to other topics.

Questions about applying stochastic processes to quantitative finance seem to be common on Quant -- however, I am not at all interested in finance, only stochastic processes.

In spite of that, should I, and others like me, try posting questions about stochastic processes first on Quant before trying Cross Validated, Math.SE, or Math Overflow?

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It depends a bit on what you want to do with stochastic processes:

  • If you want to analyse data under the assumption that it was generated by a stochastic process, you are probably best off on Cross Validated.

  • If you want to numerically simulate a stochastic process, you are probably best off on Scientific Computing.

  • If you want to understand the theory of stochastic processes or apply them to model something, Math, Math Overflow, or even Physics (they all have a tag for stochastic processes) may be appropriate (and of course the site of the field of what you want to model). Note that Math Overflow is limited to research-level mathematics.

Note that it’s perfectly possible that your question is on-topic on more than one site.

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You have pretty much answered your own question - the sites you have listed are where stochastic processes are on topic and in varying degrees of activity.

In regards to what you suggest, consider wording an financial analogy to the specific stochastic process you are interested in (in accordance to the site's tour page).

On the Mathematics, Cross Validated and Math Overflow sites, consider adding in relevant and meaningful tags, also related to your question. For example, some highly viewed (and voted) questions on the Mathematics site also include the 'probability' tag (see here).

There is also the option of issuing a bounty, which may provide some more attention.

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Instead of trying to guess which site might have the most active experts on a particular cross-disciplinary topic and asking your question there, you might want to consider asking the question on whichever site you think it's most on-topic at, and drawing the experts there e.g. by linking to the question in other sites' chat rooms.

For example, if you happened to have a question about a population dynamics model expressed as a stochastic process, you could ask it at Biology.SE and wait a few days to see if you get a good answer from a mathematical biologist there. If not, you could pop into (e.g.) Quant.SE's chat room, and ask if anyone there who knows about stochastic processes (even if not necessarily about ecology) might be willing to answer it and score a bunch of rep on another SE site.

In some cases it might even be useful and appropriate to post a link to the question on the other site's meta, asking if anyone there might be able to answer it (and maybe rephrasing key parts of the question in terms more understandable to experts in that field). But in general, it's better to try chat first, since it's easier to get direct feedback (e.g. is the question really understandable to folks on that site?) that way.

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