Stephan Sturm

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Name	Stephan Sturm
Member for	1 year
Seen	1 hour ago
Website	users.wpi.edu/~ssturm
Location	Worcester, MA
Age	35

Assistant Professor at Worcester Polytechnic Institute Research interests: Mathematical Finance, Stochastic Analysis

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Interesting mathematical documentaries

Stochastic processes having Markov kernels

Reflected Brownian Motion

Solving SDE’s on subsets of $R^n$.

Properties preserved under passage to augmented filtration

calculate all the equivalent martingale measures

Any reference on Brownian Motion continuity

Representation theorem for continuous uniformly integrable martingales

On martingale representation theorem

Good books on stochastic partial differential equations?

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stochastic-processes× 6
pr.probability× 6
stochastic-calculus× 4
martingales× 2
soft-question
reference-request
markov-chains
filtrations
ds.dynamical-systems
differential-equations

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