The Bridge's user avatar
The Bridge's user avatar
The Bridge's user avatar
The Bridge
  • Member for 14 years, 3 months
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8 votes

What's the use of a complete measure?

7 votes
Accepted

Feynman-Kac for jump-diffusion

5 votes

Diffusion sample paths as deformed Brownian sample paths

5 votes
Accepted

Martingale representation theorem for Levy processes

4 votes

Conditional probabilities are measurable functions - when are they continuous?

4 votes

Change of time or change of measure

4 votes
Accepted

Conditional law of an Ito's stochastic integral

3 votes

Fuzzy Logic in Finance

3 votes
Accepted

Systematization of deterministic and stochastic integrals

3 votes

Sum of Log Normal random variables

3 votes

Need help understanding Mandelbrot and Van Ness Fractional Brownian Motion

2 votes

Relation between regularities of the trajectory of a mean zero gaussian process and its covariance operator

2 votes

Brownian motion, martingales, Markov Chains - Rosetta Stone

2 votes

Correlated Brownian motion and Poisson process

2 votes

comparing diffusions

2 votes

Path continuity for (closed) martingales?

2 votes

A random variable: is it a function or an equivalence class of functions?

2 votes

question about the optimal decomposition of supermartingale

1 vote

Reference for elementary and "cool" statistics or financial math

1 vote
Accepted

Exploding Levy processes

1 vote

Infinite sum of random variables: subtle convergence question?

1 vote

Continuity in intial state of Brownian Motion

1 vote
Accepted

Taylor expansion to show that for Stratonovich stochastic calculus the chain rule takes the form of the classical one

1 vote

Föllmer: "Calcul d'Ito sans probabilités" in English or German?

1 vote

how to find derivative of a stochastic process?

1 vote

Is the truncated Brownian motion of the class DL?

1 vote

Local continuous martingale

1 vote

Martingale part of the discontinuous put payoff

1 vote

Time integral of an Ornstein-Uhlenbeck process

1 vote

Markov Processes with Given Marginals