User avk255

2 votes

1 answer

163 views

Weighted sum of two random variables ranked by first order stochastic dominance

asked May 1, 2023 at 12:48

1 vote

1 answer

57 views

Expectation of a function according to a family of distributions

asked Jan 27, 2022 at 11:18

2 votes

1 answer

443 views

Absolute value of a diffusion

asked Apr 14, 2020 at 13:48

1 vote

1 answer

740 views

Right continuous filtration

asked Nov 25, 2019 at 9:26

1 vote

1 answer

112 views

Relation between the measures of two sets defined via Lebesgue integration

asked May 30, 2019 at 7:33

0 votes

1 answer

860 views

A measurable set such that its intersection and difference with every interval have the same measure [duplicate]

asked May 16, 2019 at 8:07

2 votes

1 answer

209 views

Smoothness of expectation

asked Apr 5, 2019 at 11:49

2 votes

1 answer

148 views

Concavity, martingales and stopping time

asked Mar 28, 2019 at 15:02

0 votes

1 answer

108 views

Conditioning on an irrelevant variable in a martingale control problem

asked Mar 23, 2019 at 9:52

1 vote

0 answers

49 views

Stochastic Control: Markovian restriction

asked Feb 1, 2019 at 16:13

3 votes

1 answer

288 views

Solution to a nonlinear PDE

asked Jan 29, 2019 at 17:15

1 vote

0 answers

132 views

Heat equation, free boundary and dynamic programming

asked Jun 22, 2018 at 10:23

1 vote

0 answers

43 views

Smoothness of an optimal control problem for a point process

asked Mar 23, 2018 at 15:22

0 votes

2 answers

525 views

Convexity of a solution of a first order linear ODE

asked Mar 17, 2018 at 7:47

2 votes

0 answers

173 views

Location of the endpoints of two parametric curves

asked Dec 25, 2017 at 15:09

1 vote

0 answers

266 views

Measure of distance between two curves described by their curvature

asked Dec 9, 2017 at 12:48

3 votes

1 answer

159 views

Differentiability of a simple value function driven by a diffusion

asked Jul 8, 2016 at 15:32

4 votes

1 answer

394 views

Limit of first passage time

asked Jun 3, 2016 at 11:36

2 votes

1 answer

125 views

Differentiability of value function

asked Dec 1, 2015 at 23:30

3 votes

1 answer

312 views

A question about viscosity solutions

asked Oct 1, 2015 at 20:09

3 votes

1 answer

156 views

Continuity of expected payoff from a diffusion

asked Sep 7, 2015 at 16:06

2 votes

1 answer

3k views

Time Change of a Brownian motion

asked Sep 6, 2015 at 18:08

3 votes

0 answers

227 views

Strong solution to an SDE with a discontinuous diffusion term

asked Sep 1, 2015 at 1:56

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23 Questions

Weighted sum of two random variables ranked by first order stochastic dominance

Expectation of a function according to a family of distributions

Absolute value of a diffusion

Right continuous filtration

Relation between the measures of two sets defined via Lebesgue integration

A measurable set such that its intersection and difference with every interval have the same measure [duplicate]

Smoothness of expectation

Concavity, martingales and stopping time

Conditioning on an irrelevant variable in a martingale control problem

Stochastic Control: Markovian restriction

Solution to a nonlinear PDE

Heat equation, free boundary and dynamic programming

Smoothness of an optimal control problem for a point process

Convexity of a solution of a first order linear ODE

Location of the endpoints of two parametric curves

Measure of distance between two curves described by their curvature

Differentiability of a simple value function driven by a diffusion

Limit of first passage time

Differentiability of value function

A question about viscosity solutions

Continuity of expected payoff from a diffusion

Time Change of a Brownian motion

Strong solution to an SDE with a discontinuous diffusion term