bio | website | |
---|---|---|
location | ||
age | ||
visits | member for | 2 years, 3 months |
seen | 17 hours ago | |
stats | profile views | 74 |
Jan 28 |
revised |
Equality of two conditional expectations
added 99 characters in body |
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? |