GJC20

Member for 3 years, 6 months
Last seen this week

France

Summary

Reputation

1,334

1.3k
1.3k
1.2k

Mar
Jun
Sep
Dec

Top tag

stochastic-processes

Next privilege

2,000 Rep.

Edit posts

Badges

5

12

Newest

Popular Question

Next badge

56/100

Socratic

Impact

~14k

people reached

0

helpful flags

44

votes cast

Questions

View all 71 questions

5

Uniqueness of the solution to some SDE

Dec 5, 2021

5

A variant to the Fokker–Planck equation

Nov 27, 2021

4

Reference request: continuity of the derivatives of the (fundamental) solution to a parabolic equation

Mar 2, 2022

4

Uniqueness of the "weak solution" to Fokker-Plank PDE

May 25, 2022

3

Question on the existence/uniqueness of the fixed point

May 20, 2022

Answers

View all 8 answers

1

Lipschitz continuity of $\mathbb P[\tau>t]$ with respect to $t$

Jun 30, 2021

1

Convergence of empirical measures in Wasserstein distance

Jul 15, 2021

1

Question on the limit of martingales

Aug 3, 2021

1

Has this "stochastic differential equation" been studied?

Feb 21, 2022

1

Can a diffusion have negative minimum or achieve large value at a given time?

Jul 7, 2022

Tags

View all 30 tags

stochastic-processes

3

Score

34

posts

stochastic-differential-equations

2

Score

26

posts

pr.probability

1

Score

17

posts

stochastic-calculus

1

Score

14

posts

martingales

1

Score

8

posts

Reputation

+10

A variant to the Fokker–Planck equation

+20

Test probability distributions increasing in convex order on $\mathbb R^2$?

+10

SDE driven by fractional Brownian motion

+10

Uniqueness of the solution to switching coefficient SDEs

Badges

View all badges

This user doesn’t have any gold badges yet.

5

silver badges

Inquisitive

Dec 29, 2021
Enthusiast

Jul 10, 2021
Yearling

× 3

Jun 3

12

bronze badges

Mortarboard

Nov 7, 2021
Custodian

Jul 7, 2022
Curious

Jul 4, 2021

Accounts

1,334
5
12

Computer Science

101
1

101

Quantitative Finance

101

Active bounties (0)

This user has no active bounties

Votes cast

43

upvotes

1

downvotes

7

question votes

37

answer votes