Simon Lyons

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Name	Simon Lyons
Member for	2 years
Seen	May 12 at 0:10
Website	homepages.inf.ed.ac.uk/s0978702
Location	Edinburgh
Age	28

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A Markov process which is not a strong markov process?

stochastic-processes pr.probability

feb 22 11 at 12:14 vinay 1

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Brownian bridge interpreted as Brownian motion on the circle

may 2 12 at 9:18 Vincent Beffara 958●3●5

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407

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Karhunen–Loève approximation of Brownian motion and diffusions

stochastic-processes stochastic-calculus pr.probability

mar 23 11 at 18:38 Simon Lyons 888●6●15

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312

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

fa.functional-analysis mg.metric-geometry pr.probability intuition

may 29 at 9:31 Simon Lyons 888●6●15

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634

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

pr.probability probability-distributions

mar 29 11 at 16:38 Syang Chen 631●2●10

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482

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Diffusion sample paths as deformed Brownian sample paths

pr.probability stochastic-processes

jul 2 11 at 12:14 Alekk 1,693●8●15

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answer

202

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

fa.functional-analysis ra.rings-and-algebras

jul 13 at 8:02 S. Sra 10k●1●16●44

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689

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Weierstrass' function and Brownian motion

stochastic-processes stochastic-calculus pr.probability

mar 21 11 at 19:21 Shai Covo 1,056●2●8

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682

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Time integrals of diffusion processes

pr.probability stochastic-processes reference-request

jan 20 11 at 11:38 jzadeh 144●9

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184

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Converse to Girsanov’s theorem?

stochastic-processes stochastic-calculus pr.probability

feb 8 at 5:13 Alexey 294●1●7

Answers

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Cool problems to impress students with group theory

Ingenuity in mathematics

Math for a cake

What is the shortest Ph.D. thesis?

Is there any sense in which Dirichlet density is “optimal?”

Is there any straightforward way to substitute for Gaussian/Brownian assumptions in financial mathematics?

Trichotomies in mathematics

Random versions of deterministic problems

Simple but serious problems for the edification of non-mathematicians

Exact simulation of SDE

Brownian motion and spheres

What results would follow from or imply “randomness” of the primes?

Seemingly emergent structures in mathematics

Measuring the independence between the components of a stochastic process

Dimension Leaps

The Riemann zeta function and Haar measure on the profinite integers

Brownian motion, martingales, Markov Chains - Rosetta Stone (2)

“Square root” of Beta(a,b) distribution

150

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140

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Simon Lyons

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Questions

A Markov process which is not a strong markov process?

Brownian bridge interpreted as Brownian motion on the circle

Karhunen–Loève approximation of Brownian motion and diffusions

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

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

Diffusion sample paths as deformed Brownian sample paths

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

Weierstrass' function and Brownian motion

Time integrals of diffusion processes

Converse to Girsanov’s theorem?

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