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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?
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.