User Julian Karch - MathOverflow

Julian Karch

Member for 9 years, 5 months
Last seen more than 1 year ago

Berlin, Germany

5 Questions

Score Activity Newest Views

7 votes

1 answer

816 views

Solve SDE $dX_t=(c+\sigma_\zeta W'_t)X_tdt + \sigma_\epsilon dW_t$

asked Sep 9, 2015 at 15:48

1 vote

2 answers

1k views

Understanding the limits of the Ito Process Defintion

asked Oct 26, 2015 at 18:44

1 vote

1 answer

2k views

Mixing the Ornstein-Uhlenbeck Process and Geometric Brownian Motion

asked Dec 17, 2016 at 12:26

1 vote

1 answer

202 views

Numerical problems floating-point arithmetic

asked Feb 12, 2020 at 10:46

0 votes

0 answers

84 views

Evaluate Gaussian Hypergeometric Function $_2F_1(1;1;c;z)$?

asked Jul 4, 2019 at 13:36