Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with pr.probability
Search options not deleted
user 16702
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
1
vote
0
answers
152
views
Convergence of approximate quadratic variation in $L^p$
For a diffusion $X_t$, I can set
$$[X]^N_t = \sum_{j=1}^N \bigl(X_{t\frac{j}{N}}-X_{t\frac{j-1}{N}}\bigr)^2$$
Then it is well-known that the process $[X]^N_t$ tends to the quadratic variation $[X]_t$ …
- 9,853
2
votes
Accepted
How to evaluate the wiener measure of sets?
First let $t$ be fixed and look at the set $\{ w \mid w(t) \in U\}$. Take a sequence of continuous functions $f_k$ that are uniformly bounded and converge to the indicator function of a set $U$ in the …
- 9,853
3
votes
1
answer
105
views
Density for Translated Process
Let $M$ be a (compact) Riemannian manifold. Let $v$ be a smooth vector field on $M$ with flow $\Theta_t$. Let $L$ be an elliptic second order differential operator on $M$ that generates the Ito proces …
- 9,853
15
votes
4
answers
2k
views
Positivity of certain Fourier transform
Is the Fourier transform of the function
$$ f(\xi) = e^{-t|\xi|^{2m}}$$
positive for $t>0$ and $m \in \mathbb{N}_0$?
- 9,853