Skip to main content
Hicham's user avatar
Hicham's user avatar
Hicham's user avatar
Hicham
  • Member for 11 years, 10 months
  • Last seen more than a week ago
8 votes

Never appeared forthcoming papers

8 votes

What exactly does this diagram of Omar Khayyam represent?

4 votes
Accepted

Do we need Feller condition if the process jumps?

4 votes

Financial Mathematics Books

4 votes
Accepted

What function is a Gaussian integral

3 votes
Accepted

Expectation equation, harmonic functions, do not understand why equation is true

3 votes
Accepted

using Feynman-Kac formula

3 votes

Probability of Brownian motion to have a zero in an interval

1 vote
Accepted

Generalisations of the Gronwall's lemma

1 vote

Reference book for primality testing

1 vote

Reference request: book on stochastic calculus (not finance)

0 votes

For every monotonically-decreasing non-negative function $ f $, does there exist a function $ g $ so that $ f g $ is integrable?

0 votes
Accepted

Compute the expected value of the product between a Lebesgue–Stieltjes type integral and an Ito integral

0 votes

Equality of two conditional expectations