14

Questions
votes newest views recent
 
4
votes
2
answers
714
views

Generalized Ito’s formula

sep 22 at 0:00 Gerard 26●1

 
4
votes
1
answer
641
views

Distribution of running maximum of a local martingale

sep 29 10 at 16:29 Steve Huntsman 8,139●1●22●56

1
5
votes
3
answers
633
views

Is a semicontinuous real function Borel measurable?

mar 19 12 at 21:46 Felipe Olmos 152●8

 
3
votes
2
answers
580
views

Is the truncated Brownian motion of the class DL?

sep 29 10 at 5:43 Steve Huntsman 8,139●1●22●56

3
5
votes
3
answers
450
views

A non-degenerate martingale

dec 27 11 at 2:53 John Dawkins 76●1

 
3
votes
0
answers
429
views

Dynamic programming principle (DPP)

apr 27 10 at 8:59 kenneth 415●7

 
4
votes
3
answers
381
views

Continuity in intial state of Brownian Motion

aug 1 10 at 18:27 Byron Schmuland 1,905●8●18

 
3
votes
2
answers
376
views

law of iterated logrithm

jun 28 11 at 8:07 Alekk 1,693●8●15

 
1
vote
1
answer
288
views

infimum of a set of stopping times

feb 27 11 at 2:25 George Lowther 9,613●1●25●46

 
2
votes
1
answer
201
views

A wrong proof of Squared Bessel process

aug 3 at 9:57 Mateusz Wasilewski 506●2●6

1 2 next