Skip to main content
MathOverflow
vaoy's user avatar
vaoy's user avatar
vaoy's user avatar
vaoy
  • Member for 4 years, 7 months
  • Last seen this week
Profile Activity
Stats
309
reputation
5k
reached
0
answers
10
questions
Communities
Badges
This user doesn’t have any gold badges yet.
1
silver badge
7
bronze badges
Top tags
View all tags
0
Score
9
Posts
90
Posts %
0
Score
6
Posts
60
Posts %
0
Score
6
Posts
60
Posts %
0
Score
4
Posts
40
Posts %
0
Score
3
Posts
30
Posts %
0
Score
3
Posts
30
Posts %
Top posts
question
8
How to interpret couplings in optimal transport?
Jan 13, 2021
question
3
About the metrizability of the space of Probability measures $\mathcal{P}(S)$
Jul 14, 2020
question
2
Continuous version of conditional probability distributions $( \mathcal{L}(X_t | \mathcal{G}) )_{t \geq 0}$ if $(X_t)_{t \geq 0}$ is continuous?
Jul 8, 2020
question
1
When does the predictable $\sigma$-algebra $\mathcal{P}$ coincide with the optional $\sigma$-algebra $\mathcal{O}$?
Jul 27, 2020
question
1
Is the topology generated by the convergence of finite-dimensional distributions metrizable?
Mar 25, 2021
question
1
If $(\alpha_t)$ is $\mathbb{F}^X$-progressive for a continuous process $(X_t)$, can we write $\alpha_t = \tilde{\alpha}(t,X)$?
Apr 22, 2021
question
1
$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?
Dec 26, 2023
question
1
If $f\in C([0,\infty))$, does $\delta>0$ and $g\in C^1((0,\delta))\cap C([0,\delta])$ s.t. $g\geq f$ on $[0,\delta]$ and $g(0)=f(0)$ exist?
Nov 13
question
0
Can the joint law $P \circ (X,Y)^{-1}$ of two random variables $X$ and $Y$ be written as $P \circ (X,\phi(X,U))^{-1}$ for $U$ uniform in $[0,1]$?
May 13, 2020
question
0
Why are financial markets modeled by càdlàg processes?
Sep 19, 2020
Top network posts
View all network posts
7
Proof of Blumenthal's 0-1 law for Brownian Motion
5
Is the decreasing sequence of non empty compact sets non empty and compact?
5
(Proof) If $M$, $N$ are two orthogonal local martingales, and $S$, $T$ stopping times, then the stopped local martingales $M^S$, $N^T$ are orthogonal.
5
How to embed random walk into Brownian Motion (Donsker's Invariance Principle)?