User Dan - MathOverflow

Dan

Member for 10 years, 6 months

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11 Answers

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14 votes

Accepted

When do maximum and expectation commute?

answered Sep 24, 2012 at 21:15

8 votes

Metrization of weak convergence of signed measures

answered Jan 30, 2013 at 14:13

6 votes

Accepted

total variation distance between two solutions of SDE

answered Dec 1, 2012 at 18:54

4 votes

Existence of dominating measure for weak*-compact set of measures

answered May 18, 2013 at 14:14

4 votes

Accepted

Solving an Ornstein-Uhlenbeck-like SDE $y(t,T)=H_t + \mathbb{E}[\int_t^T y(s-,T)dX_s|\mathcal{F}_t]$

answered Sep 13, 2012 at 14:40

3 votes

Accepted

If two probability distributions have the same weak limit and one of them satisfies Large Deviation Principle, what can we say about the other?

answered Oct 22, 2012 at 18:35

3 votes

Properties of the Euler Discretization of a diffusion

answered Nov 18, 2012 at 18:44

2 votes

Accepted

Existence of a measure under certain condition

answered Sep 30, 2012 at 16:12

1 vote

limit of functionals on weak convergent random variables

answered Oct 4, 2012 at 12:37

1 vote

Accepted

Continuous Markov Process and Change of Measure

answered Dec 16, 2012 at 20:44

1 vote

Accepted

Is an L_1 bounded sequence of random variables with uniformly converging CDFs uniformly integrable?

answered Jan 29, 2013 at 13:26