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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? |