User The Bridge - MathOverflow

The Bridge

Member for 14 years, 4 months
Last seen more than a month ago

14 Questions

Score Activity Newest Views

9 votes

4 answers

19k views

Sum of Log Normal random variables [closed]

asked Jul 5, 2010 at 13:19

4 votes

4 answers

985 views

What would be a fractional Poisson Process like

asked Jan 25, 2011 at 18:06

3 votes

0 answers

1k views

Change of Time in Stochastic Integral

asked Aug 6, 2010 at 10:55

3 votes

2 answers

3k views

Parametrization of the intersection of an ellipsoid with a sphere

asked May 30, 2011 at 9:22

2 votes

2 answers

1k views

Uniform correlation matrix sampling and not so uniform laws

asked May 19, 2011 at 16:14

1 vote

1 answer

286 views

Follow up question, Ornstein-Uhlenbeck Extension with n mean-reversion values

asked Jan 31, 2011 at 13:33

1 vote

0 answers

298 views

Inverse Skorokhod Embedding Problem

asked Mar 1, 2011 at 9:10

1 vote

0 answers

321 views

Law of the sum of order statistics through MCMC

asked Jul 27, 2010 at 14:24

1 vote

1 answer

325 views

Extension of some feature of SDE Ornstein-Uhlenbeck type

asked Jan 19, 2010 at 18:12

1 vote

2 answers

288 views

Getting $B_t$ from its local times $L^x_t$

asked Nov 18, 2011 at 16:55

1 vote

2 answers

559 views

White Noise Space and Local Time

asked Dec 9, 2011 at 12:53

1 vote

0 answers

188 views

References about distances between singular probability measures

asked Sep 13, 2016 at 8:44

1 vote

1 answer

186 views

Sampling uniformly in a ball of radius $\epsilon$ in the space of dicrete r.v. of m modalities for the total variation metric

asked Sep 19, 2021 at 15:32

0 votes

1 answer

480 views

Looking for a version of Itô's Lemma

asked Apr 21, 2010 at 11:44