User kenneth

25 votes

2 answers

3k views

Understanding of rough path

asked May 25, 2015 at 2:25

9 votes

3 answers

4k views

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

asked Jul 24, 2013 at 9:14

7 votes

3 answers

861 views

A non-degenerate martingale

asked Dec 24, 2011 at 9:38

7 votes

3 answers

4k views

Is a semicontinuous real function Borel measurable?

asked Mar 10, 2012 at 4:16

5 votes

1 answer

998 views

Is this process strictly positive?

asked Aug 2, 2012 at 3:36

4 votes

2 answers

318 views

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

asked May 9, 2015 at 7:12

4 votes

2 answers

880 views

law of iterated logrithm

asked Jun 28, 2011 at 7:28

4 votes

2 answers

3k views

Generalized Ito's formula

asked Sep 28, 2011 at 7:52

4 votes

0 answers

689 views

Dynamic programming principle (DPP)

asked Apr 27, 2010 at 6:26

4 votes

2 answers

2k views

Is the truncated Brownian motion of the class DL?

asked Jun 4, 2010 at 12:26

4 votes

1 answer

2k views

Distribution of running maximum of a local martingale

asked Jul 30, 2010 at 17:08

4 votes

3 answers

491 views

Continuity in intial state of Brownian Motion

asked Jul 31, 2010 at 15:33

4 votes

0 answers

130 views

regularity of zero point

asked Oct 18, 2015 at 9:16

4 votes

2 answers

335 views

Fokker-Planck equation for a truncated process

asked Nov 6, 2017 at 8:10

3 votes

0 answers

133 views

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

asked Jun 28, 2016 at 14:55

3 votes

2 answers

3k views

Lévy measure and Lévy process

asked Jun 10, 2016 at 16:18

2 votes

2 answers

523 views

Continuous upper envelope of upper semicontinuous function

asked Jun 15, 2016 at 16:36

2 votes

1 answer

444 views

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

asked Nov 13, 2015 at 2:46

2 votes

0 answers

153 views

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

asked Jun 14, 2020 at 12:46

2 votes

0 answers

113 views

Does this series stopping times marching forward?

asked Jul 27, 2012 at 6:30

2 votes

1 answer

317 views

Uniqueness of classical solution with degenerate boundary

asked May 28, 2013 at 3:47

2 votes

0 answers

71 views

Existence of 1-1 mapping/homeomorphism

asked Dec 26, 2014 at 6:26

2 votes

0 answers

182 views

Equivalence of two non-degenerate Gaussian measures on Banach space

asked Feb 14, 2015 at 5:51

2 votes

1 answer

639 views

A wrong proof of Squared Bessel process

asked Aug 3, 2012 at 6:09

2 votes

2 answers

146 views

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

asked Jun 25, 2020 at 21:18

2 votes

1 answer

259 views

Existence of the derivative of functionals of Brownian motion

asked Aug 6, 2021 at 0:34

1 vote

2 answers

125 views

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

asked Aug 6, 2015 at 6:33

1 vote

2 answers

147 views

limit of functionals on weak convergent random variables

asked Oct 4, 2012 at 3:21

1 vote

1 answer

314 views

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

asked Nov 28, 2014 at 6:21

1 vote

1 answer

1k views

infimum of a set of stopping times

asked Feb 26, 2011 at 15:12

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40 Questions

Understanding of rough path

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

A non-degenerate martingale

Is a semicontinuous real function Borel measurable?

Is this process strictly positive?

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

law of iterated logrithm

Generalized Ito's formula

Dynamic programming principle (DPP)

Is the truncated Brownian motion of the class DL?

Distribution of running maximum of a local martingale

Continuity in intial state of Brownian Motion

regularity of zero point

Fokker-Planck equation for a truncated process

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

Lévy measure and Lévy process

Continuous upper envelope of upper semicontinuous function

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

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

Does this series stopping times marching forward?

Uniqueness of classical solution with degenerate boundary

Existence of 1-1 mapping/homeomorphism

Equivalence of two non-degenerate Gaussian measures on Banach space

A wrong proof of Squared Bessel process

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

Existence of the derivative of functionals of Brownian motion

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

limit of functionals on weak convergent random variables

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

infimum of a set of stopping times