All Questions
3 questions
2
votes
1
answer
241
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Weak continuity of law
Let $\mathcal{P}_2(\mathbb{R}^n)$ denote the set of all Borel probability measures on $\mathbb{R}^n$ with finite variance and weak topology. Let $X_t$ be a strong solution to the SDE with initial ...
6
votes
1
answer
730
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Supremum of a stochastic process
Let $(x_1,...,x_N)$ be points in $R^d$, and $\sigma=(\sigma_1,...,\sigma_N)$ are i.i.d. Rademacher variables (+1 or -1 with probability 0.5 each). (Or alternatively, $\sigma$ could be a standard ...
4
votes
2
answers
258
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What theorem can be used to explain this occurrence?
I'm not highly versed in research-level mathematics. I do conduct research in cellular biology. I was wondering if you could help me find a term that can be referred to when discussing the following ...