Dan's user avatar
Dan's user avatar
Dan's user avatar
Dan
  • Member for 10 years, 4 months
14 votes
Accepted

When do maximum and expectation commute?

8 votes

Metrization of weak convergence of signed measures

6 votes
Accepted

total variation distance between two solutions of SDE

4 votes

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

4 votes
Accepted

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

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?

3 votes

Properties of the Euler Discretization of a diffusion

2 votes
Accepted

Existence of a measure under certain condition

1 vote

limit of functionals on weak convergent random variables

1 vote
Accepted

Continuous Markov Process and Change of Measure

1 vote
Accepted

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