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Jan
28
revised Equality of two conditional expectations
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Jan
28
comment Equality of two conditional expectations
You're right, I see that the purpose of the first part of imateapot answer is to justify that this conditional expectation is $g(X)$ measurable when $X$ and $g(X)$ are independent. I'll leave the answer like that so the mistake can be clear to the reader
Jan
28
answered Equality of two conditional expectations
Dec
18
revised Do we need Feller condition if the process jumps?
deleted 6 characters in body
Dec
17
revised Do we need Feller condition if the process jumps?
deleted 4 characters in body
Dec
17
comment Do we need Feller condition if the process jumps?
Yes, It's corrected now. You're welcome.
Dec
17
revised Do we need Feller condition if the process jumps?
added 6 characters in body
Dec
17
answered Do we need Feller condition if the process jumps?
Jul
28
awarded  Necromancer
Mar
11
answered Probability of Brownian motion to have a zero in an interval
Sep
24
answered What exactly does this diagram of Omar Khayyam represent?
Sep
12
awarded  Commentator
Sep
12
comment calculate function from its divizor
Dear François, I'm indeed interested in the script you mentioned in your answer, could you please put the link to the script here? That will be very helpful. Thank you in advance.
Aug
22
awarded  Enthusiast
Jun
24
comment Existence of multidimensional Levy process with dependent structure
I think The Bridge talks about their "book" whose title is "Financial Modelling with Jump Processes"
Jun
13
comment Is the Feynman-Kac formula valid for a time-dependent potential
if $c$ is a function of time too, just consider $$Z_t=\exp(-\int_0^tc(s,X_s))ds$$ then you have $dZ_t=-Z_tc(s,X_s)dt$ and the same reasoning applies.
May
14
answered Generalisations of the Gronwall's lemma
Apr
3
awarded  Supporter
Mar
8
answered Never appeared forthcoming papers
Mar
6
comment Relationship between the derivative of a matrix and its eigenvalues
which page are you looking at?