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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?
Mar
6
comment Relationship between the derivative of a matrix and its eigenvalues
I don't see how to make further progress, could you give the reference of the book you've mentioned?
Mar
6
comment Relationship between the derivative of a matrix and its eigenvalues
Do you have additional information on the $\alpha_i$ or they are of general form?
Mar
6
comment Relationship between the derivative of a matrix and its eigenvalues
Sorry for posting this as an answer, I cannot leave comment. Are you sure your matrix is $$[A(k)]_{j\,l}= -\frac{e^{ik|y_j-y_l|}}{4\pi|y_j-y_l|}\, j\neq l$$ and not $$[A(k)]_{j\,l}= -\frac{e^{ik|y_j-y_l|}-1}{4\pi|y_j-y_l|}\, j\neq l$$ If you want to extend some properties of the derivative of a matrix to its eigenvalue, the eigenvectors have to be independent of the derivation variable.
Jan
28
comment Compute the expected value of the product between a Lebesgue–Stieltjes type integral and an Ito integral
I edited the first answer to take into account your comment
Jan
28
revised Compute the expected value of the product between a Lebesgue–Stieltjes type integral and an Ito integral
added 671 characters in body
Jan
28
answered Compute the expected value of the product between a Lebesgue–Stieltjes type integral and an Ito integral
Jan
24
awarded  Teacher
Jan
24
awarded  Editor