Pierre

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Name	Pierre
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Seen	Dec 26 at 15:04
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still a student

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152

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

pr.probability measure-theory

jul 8 11 at 17:51 Pierre 128●5

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704

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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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403

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Regular Conditional Probability given a natural filtration of a stochastic process

stochastic-processes pr.probability measure-theory

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

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538

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Fourier transform of distributions with non-standard test functions

fa.functional-analysis pr.probability fourier-analysis

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

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220

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

stochastic-calculus stochastic-processes mathematical-finance

sep 14 at 11:56 Dan 386●1●4

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130

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Minimum-Distance estimation of mixed/mixture distributions

st.statistics

jan 29 12 at 7:00 Pierre 128●5

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327

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

stochastic-calculus pr.probability stochastic-processes

jun 15 at 21:22 MathOverflow♦ 1●2●3

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Fourier transform of distributions with non-standard test functions

Normality tests

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Pierre

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Questions

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

Best Numerical Method for Evaluating a Hilbert transform

Regular Conditional Probability given a natural filtration of a stochastic process

Fourier transform of distributions with non-standard test functions

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

Minimum-Distance estimation of mixed/mixture distributions

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

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