12

Questions
votes newest views recent
1
2
votes
1
answer
185
views

Converse to Girsanov’s theorem?

feb 8 at 5:13 Alexey 294●1●7

1
5
votes
1
answer
202
views

Is there a tropical analogue of a reproducing kernel Hilbert space?

jul 13 at 8:02 S. Sra 10k●1●16●44

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8
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0
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312
views

High-dimensional geometry: Top-down Vs. Bottom-up

may 29 at 9:31 Simon Lyons 888●6●15

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12
votes
8
answers
2k
views

Brownian bridge interpreted as Brownian motion on the circle

may 2 12 at 9:18 Vincent Beffara 958●3●5

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2
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2
answers
259
views

Diffusion processes in probabilistic modelling

aug 23 11 at 14:31 Tim van Beek 1,001●3●15

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1
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0
answers
102
views

Estimating moments of diffusion processes

aug 11 11 at 14:57 Simon Lyons 888●6●15

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6
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6
answers
482
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Diffusion sample paths as deformed Brownian sample paths

jul 2 11 at 12:14 Alekk 1,693●8●15

3
6
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4
answers
634
views

What structure is needed to define a Gaussian distribution on a given space?

mar 29 11 at 16:38 Syang Chen 631●2●10

7
8
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0
answers
408
views

Karhunen–Loève approximation of Brownian motion and diffusions

mar 23 11 at 18:38 Simon Lyons 888●6●15

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4
votes
2
answers
689
views

Weierstrass' function and Brownian motion

mar 21 11 at 19:21 Shai Covo 1,056●2●8

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