User Dan

11 votes

When is a continuous path stochastic process be representable as diffusion or Ito process?

answered Dec 14, 2013 at 14:05

7 votes

Accepted

Simultaneous simulation of all probability measures on a compact metric space

answered Aug 27, 2016 at 16:18

6 votes

Accepted

Convergence of conditional measures for a convergent sequence of probabilities whose projection is constant

answered Jul 1, 2020 at 13:13

5 votes

Accepted

Moment bounds on exponential martingale

answered Apr 25, 2017 at 14:48

5 votes

Accepted

Smoothness of $g(t,x)=\mathbb{E}[f(X_T)|\mathcal{F}_t]$

answered Mar 28, 2014 at 15:26

4 votes

Example of progressively measurable process that is not predictable

answered Jul 15, 2016 at 21:52

3 votes

Accepted

Moving a result from the unconditional to the conditional

answered May 8, 2016 at 13:14

3 votes

Maximizing the expectation of a polynomial function of iid random variables

answered Feb 22, 2019 at 14:51

3 votes

Accepted

Show an SDE's solution has positive probability to visit every set in the state space

answered Oct 14, 2020 at 15:41

3 votes

Accepted

Functional representation of adapted jointly measurable stochastic processes

answered Oct 30, 2014 at 13:22

3 votes

Generalisation of Strassen's (Kellerer's) Theorem

answered Jul 26, 2017 at 15:02

2 votes

Defining functions pointwise vs. almost everywhere (w.r.t. uncountably many mutually singular measures)

answered Feb 12, 2015 at 19:56

1 vote

Accepted

Variant of Skorokhod's theorem

answered Apr 6, 2015 at 15:42

1 vote

Accepted

Reweighting probability measures by convex potentials, and contraction in transport distance

answered May 26, 2021 at 14:11

1 vote

Accepted

Conditioning on an irrelevant variable in a martingale control problem

answered Mar 23, 2019 at 14:28

1 vote

Total variation norm estimate

answered Jan 16, 2019 at 13:40

0 votes

$\mathbf{y}=f(\mathbf{x},\mathbf{z})=g(\mathbf{x})$ if $\mathbf{z}\perp \!\!\! \perp \{\mathbf{y},\mathbf{x}\}$ jointly?

answered Sep 1, 2022 at 16:31

0 votes

Accepted

Continuity w.r.t time vs Continuity w.r.t. stopping times

answered Jun 18, 2018 at 14:14

Stack Exchange Network

18 Answers

When is a continuous path stochastic process be representable as diffusion or Ito process?

Simultaneous simulation of all probability measures on a compact metric space

Convergence of conditional measures for a convergent sequence of probabilities whose projection is constant

Moment bounds on exponential martingale

Smoothness of $g(t,x)=\mathbb{E}[f(X_T)|\mathcal{F}_t]$

Example of progressively measurable process that is not predictable

Moving a result from the unconditional to the conditional

Maximizing the expectation of a polynomial function of iid random variables

Show an SDE's solution has positive probability to visit every set in the state space

Functional representation of adapted jointly measurable stochastic processes

Generalisation of Strassen's (Kellerer's) Theorem

Defining functions pointwise vs. almost everywhere (w.r.t. uncountably many mutually singular measures)

Variant of Skorokhod's theorem

Reweighting probability measures by convex potentials, and contraction in transport distance

Conditioning on an irrelevant variable in a martingale control problem

Total variation norm estimate

$\mathbf{y}=f(\mathbf{x},\mathbf{z})=g(\mathbf{x})$ if $\mathbf{z}\perp \!\!\! \perp \{\mathbf{y},\mathbf{x}\}$ jointly?

Continuity w.r.t time vs Continuity w.r.t. stopping times