User Grzenio - MathOverflow

Grzenio

Member for 14 years, 3 months
Last seen more than 6 years ago

gandrusz.blogspot.com
Warsaw, Poland

Network profile

17 Questions

Score Activity Newest Views

11 votes

3 answers

8k views

Time integral of an Ornstein-Uhlenbeck process

asked Jan 5, 2012 at 12:11

2 votes

1 answer

1k views

Measure changes for gamma process

asked Sep 29, 2011 at 16:27

8 votes

1 answer

3k views

Martingale representation theorem for Levy processes

asked Jul 22, 2011 at 12:04

3 votes

1 answer

802 views

Stochastic integrals as honest martingales — exponential damping

asked Sep 5, 2011 at 9:42

3 votes

1 answer

537 views

Stochastic integrals as honest martingales -- comparison criterion

asked Sep 4, 2011 at 16:38

5 votes

1 answer

393 views

Stochastic process describing long-term fluctuations

asked Jan 8, 2012 at 10:17

1 vote

2 answers

1k views

Representation theorem for continuous uniformly integrable martingales

asked Sep 10, 2012 at 11:53

1 vote

0 answers

90 views

Potentials of class D

asked Aug 8, 2012 at 14:15

0 votes

0 answers

316 views

Expected value of a logarithm of a Levy process

asked May 16, 2012 at 14:39

1 vote

2 answers

225 views

Normality tests

asked Jan 1, 2012 at 12:09

1 vote

1 answer

542 views

Positive martingale representation with jumps

asked Aug 16, 2011 at 20:37

0 votes

0 answers

488 views

Simulating conditional expectations

asked Dec 20, 2011 at 22:01

3 votes

0 answers

341 views

Observing drift of a Levy process

asked Nov 23, 2011 at 18:21

5 votes

0 answers

2k views

Levy jump measure vs. Levy measure vs. sum of jumps

asked Aug 11, 2011 at 14:21

5 votes

4 answers

625 views

Process equivalent to conditional probability

asked Jun 9, 2010 at 14:52

1 vote

2 answers

569 views

Exploding Levy processes

asked Feb 9, 2010 at 11:45

1 vote

1 answer

2k views

Conditional copulas

asked Jan 22, 2010 at 13:30