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Grzenio
  • Member for 14 years, 2 months
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11 votes
3 answers
8k views

Time integral of an Ornstein-Uhlenbeck process

8 votes
1 answer
3k views

Martingale representation theorem for Levy processes

1 vote
1 answer
2k views

Conditional copulas

5 votes
0 answers
2k views

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

2 votes
1 answer
1k views

Measure changes for gamma process

1 vote
2 answers
1k views

Representation theorem for continuous uniformly integrable martingales

3 votes
1 answer
801 views

Stochastic integrals as honest martingales — exponential damping

5 votes
4 answers
625 views

Process equivalent to conditional probability

1 vote
2 answers
569 views

Exploding Levy processes

1 vote
1 answer
540 views

Positive martingale representation with jumps

3 votes
1 answer
536 views

Stochastic integrals as honest martingales -- comparison criterion

0 votes
0 answers
488 views

Simulating conditional expectations

5 votes
1 answer
393 views

Stochastic process describing long-term fluctuations

3 votes
0 answers
340 views

Observing drift of a Levy process

0 votes
0 answers
316 views

Expected value of a logarithm of a Levy process

1 vote
2 answers
223 views

Normality tests

1 vote
0 answers
90 views

Potentials of class D