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kenneth
  • Member for 13 years, 11 months
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5 votes
1 answer
985 views

Is this process strictly positive?

3 votes
2 answers
3k views

Lévy measure and Lévy process

25 votes
2 answers
3k views

Understanding of rough path

2 votes
1 answer
258 views

Existence of the derivative of functionals of Brownian motion

0 votes
0 answers
88 views

Regularity of semilinear parabolic PDE in the whole space

2 votes
2 answers
146 views

Existence of classical solution for a parabolic equation without Hölder continuity in time for its coefficients

1 vote
1 answer
140 views

first order derivative of the parabolic equation

2 votes
0 answers
152 views

Can Schauder's fixed point theorem apply to a metric space?

1 vote
0 answers
41 views

classical solution of nondegenerate HJB equation

3 votes
0 answers
133 views

Sufficient condition for the unique solvability of Dirichlet problem of Hamilton-Jacobi equation

1 vote
1 answer
89 views

Exit time of $\alpha$-stable process to an open set and to its closure

1 vote
0 answers
92 views

Limit density at the boundary of a killed diffusion process

4 votes
2 answers
330 views

Fokker-Planck equation for a truncated process

1 vote
1 answer
203 views

Sufficient condition of continuity of the expected stopping time

0 votes
0 answers
120 views

A topology on the product space of Euclidean space and smooth functions space

2 votes
2 answers
518 views

Continuous upper envelope of upper semicontinuous function

2 votes
1 answer
442 views

Is it safe to work on a Cadlag modification of a Feller process?

1 vote
1 answer
113 views

Hitting time of a stochastically continuous process [closed]

4 votes
0 answers
130 views

regularity of zero point

1 vote
2 answers
124 views

Is zero a regular point for a drifted $\alpha$-stable process?

0 votes
0 answers
80 views

Construction of a path of quadratic variation

4 votes
2 answers
318 views

Is $B(t-1)$ an Ito process?

9 votes
3 answers
4k views

Is there a reference for compact imbedding theory of Hölder space?

2 votes
0 answers
177 views

Equivalence of two non-degenerate Gaussian measures on Banach space

2 votes
0 answers
71 views

Existence of 1-1 mapping/homeomorphism

1 vote
1 answer
313 views

Does $L^2$ progressive measurable processes form a Hilbert space?

4 votes
1 answer
2k views

Distribution of running maximum of a local martingale

2 votes
1 answer
317 views

Uniqueness of classical solution with degenerate boundary

1 vote
2 answers
147 views

limit of functionals on weak convergent random variables

4 votes
2 answers
3k views

Generalized Ito's formula