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JGWang
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29 Answers

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3 votes
Accepted

Convergence of function of stochastic processes

3 votes
Accepted

Distribution of local martingale is absolutly continuous to that of the Brownian motion?

2 votes
Accepted

Is a martingale constant on the event that its quadratic variation is zero?

2 votes
Accepted

Finding a sequence from weak convergence

2 votes
Accepted

Convergence in sup norm of elementary integrals to the Itô integral process

2 votes

Weak convergence in Skorohod space

2 votes
Accepted

Is the Conditional Expectation of a Sample Path Contiuous (SPC) Stochastic Process a SPC Process itself?

2 votes
Accepted

Questions about Levy measure in the canonical representation of infinitely divisible distributions

2 votes

What is the probability that a Gaussian random variable is the largest of three Gaussian random variables?

2 votes

Does a Central Limit Theorem imply a series is $O(\sqrt{N})$?

2 votes

How to Calculate the Expectation and Variance for Stochastic Integral with correlated Brownian Motions

1 vote
Accepted

Solutions to linear SDE with many noise sources

1 vote
Accepted

A solution to stochastic PDE $du(t)= a(t)u(t)\,dt +s(t)\,dz$

1 vote
Accepted

Covariance of the product of a stochastic integral and riemann integral

1 vote

Monotone convergence theorem for stochastic integrals

1 vote

Expectation of random integral of deterministic function

1 vote
Accepted

Sequence of diffusions

1 vote

simultaneous jumps of independent Levy processes

1 vote

Demonstrations on an $L^1$ martingale

1 vote

Convergence of the row sums in a triangular null array with zero mean

1 vote

Ergodicity of linear dynamical systems and convergence of covariance matrices

1 vote
Accepted

Functional CLT with an asymptotically small time change

1 vote

For stopping times $\tau_k,\mathcal{F}_{\sup_{k \in \mathbb{N}^*}\tau_k}=\sigma(\bigcup_{k \in \mathbb{N}^*}\mathcal{F}_{\tau_k})$?

1 vote

Is $\sum_{\substack{s\:\ge\:0\\\Delta X_s\:\ne\:0}}1_B(s,\Delta X_s)$ measurable for fixed $B\in\mathcal B([0,\infty)\times\mathbb R)$?

1 vote

Optional stopping theorem: different versions

1 vote
Accepted

Characteristic function of quadratic variation of compound Poisson process

0 votes
Accepted

A complex question related to a certain convergence of Lévy measures

0 votes
Accepted

wide sense stationary process

0 votes

A solution to stochastic PDE $du(t)= a(t)u(t)\,dt +s(t)\,dz$