User Fawen90

7 votes

0 answers

209 views

Fokker-Planck equation for SDEs on manifold

asked May 29, 2023 at 17:48

7 votes

1 answer

737 views

Should coffee machines be deconcentrated?

asked Jun 29 at 17:37

5 votes

0 answers

351 views

Sharpness of Doob's upcrossing inequality

asked Sep 27 at 11:13

4 votes

1 answer

285 views

Explicit expression for the expected number of up-crossings of Brownian motion

asked Oct 10 at 20:22

4 votes

2 answers

414 views

A measure assigning values in $\{0,1\}$ must be a Dirac measure?

asked Oct 10, 2023 at 19:05

4 votes

1 answer

182 views

On a non-linear PDE $p_t = e^{-p}p_{xx}$

asked Jun 6, 2023 at 10:08

3 votes

0 answers

117 views

Wellposedness of this parabolic PDE

asked Jun 20, 2023 at 9:26

3 votes

0 answers

78 views

Inverse comparison principle for stochastic differential equations

asked Jul 10, 2023 at 15:23

3 votes

2 answers

850 views

Can independent Brownian motions hit zero at the same time?

asked Jul 12, 2023 at 7:44

3 votes

0 answers

190 views

A non-linear PDE $v^2v_t=v_{xx}v-v_{x}^2$

asked Jan 12, 2023 at 21:21

3 votes

1 answer

353 views

An integral on the interval depending on the integrand

asked Mar 21, 2023 at 5:58

3 votes

0 answers

137 views

On the continuity with respect to the increasing convex order

asked Jan 5 at 22:08

3 votes

1 answer

474 views

Trajectory regularity of conditional expectation with additional randomness

asked Jan 12 at 19:46

3 votes

2 answers

260 views

Can any right-continuous martingale be approximated by continuous ones?

asked Jan 16 at 21:16

3 votes

0 answers

100 views

How to compute the partial derivatives of this function?

asked Oct 18 at 15:52

3 votes

2 answers

614 views

Should coffee machines be placed at the region's boundary?

asked Sep 19 at 11:38

3 votes

0 answers

144 views

An optimisation problem

asked Nov 20 at 14:24

2 votes

0 answers

50 views

Reference on eigenvectors of $-\Delta $ with boundary conditions on $\Omega$

asked Dec 8 at 19:15

2 votes

0 answers

66 views

Regularity of a function depending on first exit time of martingale

asked May 25, 2023 at 17:47

2 votes

0 answers

67 views

The unique weak solution to some SDE yields the unique strong solution?

asked Nov 4 at 17:45

2 votes

1 answer

246 views

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

asked Dec 22, 2023 at 14:00

2 votes

1 answer

137 views

Wasserstein distance and put function

asked Sep 2 at 14:55

2 votes

1 answer

110 views

Equivalence among these functions

asked Jun 12 at 15:38

2 votes

0 answers

78 views

SDE driven by Lévy processes

asked Feb 12 at 11:04

2 votes

1 answer

100 views

Is this predictable process left-continuous?

asked May 22 at 14:47

2 votes

1 answer

203 views

Does this maximisation problem admit a finite upper bound?

asked May 22 at 18:54

2 votes

0 answers

77 views

Stochastic differential equations driven by composed Poisson process

asked Apr 5, 2023 at 7:49

2 votes

1 answer

252 views

Uniqueness of the solution to stochastic differential equation

asked Mar 9, 2023 at 8:29

2 votes

0 answers

282 views

Identify two continuous martingales in law as time-changed Brownian motions

asked Apr 11, 2023 at 7:10

2 votes

1 answer

100 views

A variant of (discrete) optimal transport problem

asked Apr 25, 2023 at 7:54

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69 Questions

Fokker-Planck equation for SDEs on manifold

Should coffee machines be deconcentrated?

Sharpness of Doob's upcrossing inequality

Explicit expression for the expected number of up-crossings of Brownian motion

A measure assigning values in $\{0,1\}$ must be a Dirac measure?

On a non-linear PDE $p_t = e^{-p}p_{xx}$

Wellposedness of this parabolic PDE

Inverse comparison principle for stochastic differential equations

Can independent Brownian motions hit zero at the same time?

A non-linear PDE $v^2v_t=v_{xx}v-v_{x}^2$

An integral on the interval depending on the integrand

On the continuity with respect to the increasing convex order

Trajectory regularity of conditional expectation with additional randomness

Can any right-continuous martingale be approximated by continuous ones?

How to compute the partial derivatives of this function?

Should coffee machines be placed at the region's boundary?

An optimisation problem

Reference on eigenvectors of $-\Delta $ with boundary conditions on $\Omega$

Regularity of a function depending on first exit time of martingale

The unique weak solution to some SDE yields the unique strong solution?

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

Wasserstein distance and put function

Equivalence among these functions

SDE driven by Lévy processes

Is this predictable process left-continuous?

Does this maximisation problem admit a finite upper bound?

Stochastic differential equations driven by composed Poisson process

Uniqueness of the solution to stochastic differential equation

Identify two continuous martingales in law as time-changed Brownian motions

A variant of (discrete) optimal transport problem