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Kolodez's user avatar
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Kolodez
  • Member for 6 years, 1 month
  • Last seen more than 1 year ago
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question
4
When is $f(t,W_t)$ an Itô process?
Dec 31, 2018
question
3
Mutual dependencies of BSDE solutions with markovian drivers with different starting points
Nov 3, 2018
question
3
Conditions for chain rule for Gateaux derivatives
Jul 9, 2022
question
2
Taylor series with less than differentiability
Dec 19, 2021
question
2
Is a Riccati BSDE explicitly solvable?
Apr 24, 2022
question
2
Mean of log-normal variable when exponent is replaced by runnung maximum of Ito-integral
Jun 24, 2022
question
1
Solution existence for two-dimensional parabolic PDEs
Apr 16, 2020
question
1
Is a stopped Ito-integral integrable if the Ito integrand is only square-integrable on an open interval?
Feb 15, 2021
question
1
Is my quadratic variation derivative bounded?
Mar 21, 2021
question
1
Differentiable approximation of Brownian diffusion with bounded volatility
Mar 27, 2021
Top network posts
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6
Is swapped memory encrypted on encrypted partitions?
5
If $X$ is an Ito process, is $\mathbb E(\int X \mathrm d X)$ convex?
5
Prove that Ito integral is large with large probability
5
How to create a Java inner class correctly?