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Questions
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Solving an Ornstein-Uhlenbeck-like SDE $y(t,T)=H_t + \mathbb{E}[\int_t^T y(s-,T)dX_s|\mathcal{F}_t]$

sep 14 at 11:56 Dan 386●1●4

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Calculate $\mathbb{E}[\int_o^T N_{t-}dS_t]$ - what went wrong?

jun 15 at 21:22 MathOverflow♦ 1●2●3

 
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130
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Minimum-Distance estimation of mixed/mixture distributions

jan 29 12 at 7:00 Pierre 128●5

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405
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Regular Conditional Probability given a natural filtration of a stochastic process

jul 24 11 at 18:22 Tom LaGatta 4,340●6●19

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705
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Best Numerical Method for Evaluating a Hilbert transform

jul 10 11 at 4:51 WetSavannaAnimal aka Rod Vance 639●5●8

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153
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Weak*-continuity of regular conditional probabilities “in time”

jul 8 11 at 17:51 Pierre 128●5

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Fourier transform of distributions with non-standard test functions

jul 17 11 at 11:22 MathOverflow♦ 1●2●3