User Joris Bierkens

27 votes

What is a cumulant really?

answered Oct 14, 2013 at 8:47

7 votes

Accepted

When does a stochastic process have its sample paths a.s. in the reproducing kernel hilbert space (RKHS) induced by its covariance function?

answered Aug 4, 2014 at 13:31

4 votes

Accepted

Ergodic and mixing processes

answered Jun 23, 2015 at 16:03

4 votes

A Stochastic Taylor Expansion/Asymptotics

answered Jun 3, 2016 at 13:10

3 votes

Ising model - phase transition vs rapid mixing

answered Jun 2, 2016 at 21:53

3 votes

Accepted

Computing transition operators for Markov processes

answered Jun 2, 2016 at 22:38

3 votes

On the solution of a generalized Lyapunov equation

answered Aug 5, 2014 at 10:04

3 votes

Accepted

A question about extensions of Markov semigroups

answered Jan 7, 2014 at 15:48

3 votes

Accepted

Reference on continuous-time finite state filtering

answered Mar 15, 2012 at 14:05

3 votes

Accepted

Girsanov theorem and the density of a process

answered Jun 6, 2016 at 12:19

2 votes

Approximation of stochastic differential equations

answered Sep 8, 2013 at 21:23

2 votes

Accepted

Example of Girsanov change of density with finite relative entropy, but with infinite integral over squared changed drift

answered Oct 14, 2013 at 22:41

1 vote

Continuity of caglad process

answered Oct 10, 2013 at 9:08

1 vote

Size of KL-divergence neighbourhoods

answered Nov 7, 2013 at 8:25

1 vote

prove that flat shape maximizes a functional

answered Jun 26, 2012 at 15:58

1 vote

Limit of first passage time

answered Jun 3, 2016 at 13:25

0 votes

On the existence and uniqueness of solution to SPDE with nonlinear growth coefficients

answered Jan 22, 2014 at 11:08

0 votes

Accepted

Finding the Levy triplet of a Levy process

answered Oct 3, 2013 at 16:01

0 votes

Drawing random variates from a partially described probability distribution

answered Oct 16, 2013 at 17:04

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19 Answers

What is a cumulant really?

When does a stochastic process have its sample paths a.s. in the reproducing kernel hilbert space (RKHS) induced by its covariance function?

Ergodic and mixing processes

A Stochastic Taylor Expansion/Asymptotics

Ising model - phase transition vs rapid mixing

Computing transition operators for Markov processes

On the solution of a generalized Lyapunov equation

A question about extensions of Markov semigroups

Reference on continuous-time finite state filtering

Girsanov theorem and the density of a process

Approximation of stochastic differential equations

Example of Girsanov change of density with finite relative entropy, but with infinite integral over squared changed drift

Continuity of caglad process

Size of KL-divergence neighbourhoods

prove that flat shape maximizes a functional

Limit of first passage time

On the existence and uniqueness of solution to SPDE with nonlinear growth coefficients

Finding the Levy triplet of a Levy process

Drawing random variates from a partially described probability distribution