Simon Lyons's user avatar
Simon Lyons's user avatar
Simon Lyons's user avatar
Simon Lyons
  • Member for 13 years, 6 months
  • Last seen more than 3 years ago
33 votes
4 answers
9k views

A Markov process which is not a strong markov process?

16 votes
8 answers
4k views

Brownian bridge interpreted as Brownian motion on the circle

12 votes
1 answer
3k views

Karhunen–Loève approximation of Brownian motion and diffusions

11 votes
0 answers
587 views

High-dimensional geometry: Top-down Vs. Bottom-up

10 votes
2 answers
1k views

Covariance function of Brownian motion and the second derivative operator

10 votes
4 answers
3k views

What structure is needed to define a Gaussian distribution on a given space?

8 votes
6 answers
736 views

Diffusion sample paths as deformed Brownian sample paths

7 votes
4 answers
2k views

Time integrals of diffusion processes

7 votes
2 answers
601 views

Is there a tropical analogue of a reproducing kernel Hilbert space?

6 votes
2 answers
2k views

Weierstrass' function and Brownian motion

4 votes
3 answers
1k views

Converse to Girsanov's theorem?

2 votes
0 answers
220 views

Estimating moments of diffusion processes

2 votes
2 answers
348 views

Diffusion processes in probabilistic modelling