User Fawen90

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129 views

Almost sure convergence of a recursively defined sequence

asked Jul 12, 2023 at 8:46

2 votes

0 answers

70 views

Reference request : A SPDE model

asked Sep 11, 2023 at 9:50

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0 answers

56 views

Is there a Fokker-Plancker analogue for the joint distribution of $(X_t, X_{t+\Delta t})$?

asked Sep 22, 2023 at 17:53

2 votes

0 answers

152 views

Ergodicity of the solution to some SDE

asked Jul 11, 2023 at 7:46

2 votes

0 answers

47 views

Asymptotic behaviour of the solution to some delayed stochastic differential equation

asked Jul 3, 2023 at 11:43

2 votes

1 answer

353 views

Allocation of $\mathbb R^2$

asked Jun 14, 2023 at 8:15

1 vote

0 answers

119 views

Classical solution to logarithmic diffusion equation

asked Jun 23, 2023 at 9:35

1 vote

0 answers

36 views

Wellposedness of a variant Volterra equation

asked Jun 26, 2023 at 9:40

1 vote

0 answers

35 views

Escaping probability of a Brownian particle in random enviroment

asked Jun 30, 2023 at 11:18

1 vote

0 answers

20 views

Asymptotic behaviour of the solution to some delayed ODE

asked Jul 6, 2023 at 16:20

1 vote

0 answers

109 views

Lower bound of $\mathbb P[\sup_{t-\theta\le s\le t}|X_s-x|\le \varepsilon \mid X_t=x]$ (without observing history)

asked Jul 7, 2023 at 10:12

1 vote

0 answers

171 views

Uniqueness of the weak solution to stochastic differential equation

asked Jul 26, 2023 at 15:02

1 vote

2 answers

208 views

On a matrix trace inequality

asked May 1, 2023 at 8:53

1 vote

0 answers

113 views

Maximisation of a convex (quadratic) function

asked May 2, 2023 at 7:26

1 vote

1 answer

94 views

Differentiability of some function defined as the maximum

asked Nov 2, 2022 at 16:00

1 vote

0 answers

44 views

Wellposdeness of some HJB equation

asked Apr 5, 2023 at 11:04

1 vote

0 answers

217 views

Inequality on matrix trace

asked Jan 26, 2023 at 15:10

1 vote

0 answers

119 views

On some integral equation

asked Oct 25, 2022 at 15:24

1 vote

1 answer

108 views

Numerical solution to some functional equation

asked Feb 16, 2023 at 11:37

1 vote

1 answer

52 views

Implementable numerical scheme for the equation $a=\text{Erf}\big(z/\sqrt{2N_{a}}\big)$

asked Feb 17, 2023 at 17:17

1 vote

1 answer

198 views

On a martingale defined via some SDE

asked Mar 7, 2023 at 10:35

1 vote

0 answers

56 views

Extension of this maximisation problem : finite or not?

asked Jun 10 at 14:19

1 vote

0 answers

92 views

Gluing theorem for martingales

asked Feb 13 at 20:27

1 vote

0 answers

125 views

Can we construct close discrete martingales if their terminal marginal laws are close?

asked Jan 3 at 15:42

1 vote

1 answer

65 views

Boundedness of maximisers of parametric strictly concave functions

asked Oct 31, 2023 at 8:27

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0 answers

66 views

Estimation of past knowing present

asked Jan 16 at 9:32

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0 answers

112 views

References on the partial trace

asked Nov 20 at 13:59

1 vote

0 answers

27 views

On $N$-partition of some common subsets $\Omega\subset\mathbb R^d$

asked Dec 14 at 2:11

1 vote

1 answer

45 views

Uniqueness of the transport plan satisfying the super-martingale constraint

asked yesterday

0 votes

0 answers

24 views

Characterisation of a family of continuous martingales

asked Dec 8 at 22:12

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69 Questions

Almost sure convergence of a recursively defined sequence

Reference request : A SPDE model

Is there a Fokker-Plancker analogue for the joint distribution of $(X_t, X_{t+\Delta t})$?

Ergodicity of the solution to some SDE

Asymptotic behaviour of the solution to some delayed stochastic differential equation

Allocation of $\mathbb R^2$

Classical solution to logarithmic diffusion equation

Wellposedness of a variant Volterra equation

Escaping probability of a Brownian particle in random enviroment

Asymptotic behaviour of the solution to some delayed ODE

Lower bound of $\mathbb P[\sup_{t-\theta\le s\le t}|X_s-x|\le \varepsilon \mid X_t=x]$ (without observing history)

Uniqueness of the weak solution to stochastic differential equation

On a matrix trace inequality

Maximisation of a convex (quadratic) function

Differentiability of some function defined as the maximum

Wellposdeness of some HJB equation

Inequality on matrix trace

On some integral equation

Numerical solution to some functional equation

Implementable numerical scheme for the equation $a=\text{Erf}\big(z/\sqrt{2N_{a}}\big)$

On a martingale defined via some SDE

Extension of this maximisation problem : finite or not?

Gluing theorem for martingales

Can we construct close discrete martingales if their terminal marginal laws are close?

Boundedness of maximisers of parametric strictly concave functions

Estimation of past knowing present

References on the partial trace

On $N$-partition of some common subsets $\Omega\subset\mathbb R^d$

Uniqueness of the transport plan satisfying the super-martingale constraint

Characterisation of a family of continuous martingales