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Joris Bierkens
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19 Answers

Votes Activity Newest
20
What is a cumulant really?
Oct 14 '13 at 8:47
4
A Stochastic Taylor Expansion/Asymptotics
Jun 3 '16 at 13:10
4
Ergodic and mixing processes
Jun 23 '15 at 16:03
4
When does a stochastic process have its sample paths a.s. in the reproducing kernel hilbert space (RKHS) induced by its covariance function?
Aug 4 '14 at 13:31
3
On the solution of a generalized Lyapunov equation
Aug 5 '14 at 10:04
3
A question about extensions of Markov semigroups
Jan 7 '14 at 15:48
2
Girsanov theorem and the density of a process
Jun 6 '16 at 12:19
2
Computing transition operators for Markov processes
Jun 2 '16 at 22:38
2
Ising model - phase transition vs rapid mixing
Jun 2 '16 at 21:53
2
Example of Girsanov change of density with finite relative entropy, but with infinite integral over squared changed drift
Oct 14 '13 at 22:41
2
Approximation of stochastic differential equations
Sep 8 '13 at 21:23
2
stochastic processes conditional on other stochastic processes
Mar 15 '12 at 14:05
1
Limit of first passage time
Jun 3 '16 at 13:25
1
Size of KL-divergence neighbourhoods
Nov 7 '13 at 8:25
1
Continuity of caglad process
Oct 10 '13 at 9:08
1
prove that flat shape maximizes a functional
Jun 26 '12 at 15:58
0
On the existence and uniqueness of solution to SPDE with nonlinear growth coefficients
Jan 22 '14 at 11:08
0
Drawing random variates from a partially described probability distribution
Oct 16 '13 at 17:04
0
Finding the Levy triplet of a Levy process
Oct 3 '13 at 16:01