180 reputation
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location Algeria
age 39
visits member for 3 years, 2 months
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I'm currently a doctoral student in mathematic. My subject is the fractional Brownian Motion and it's link with SDE. I am trying to define fractional Brownian motion on Lie groups specific.


Jul
2
awarded  Curious
Jun
16
comment Elementary Malliavin Derivative question about definition.
In the definition of multiple stochastic Itô integrale it could be assume that $f_n$ is a symetric function and hence the $n!$ factor. see "Malliavin calculus and related topic" of D. Nuallart.
May
27
comment Ornstein-Uhlenbeck operator and divergence operator
Is true that $P_t$ is self-adjoint.
May
27
comment Ornstein-Uhlenbeck operator and divergence operator
What did you mean by $\int_W$.
Apr
25
comment Linear map in Hilbert space.
Exactly yes thank's !
Apr
25
asked Linear map in Hilbert space.
Apr
15
comment Ornstein-Uhlenbeck operator and divergence operator
did you mean by $u \in \mathbb{D}_{p,1}$ that $u$ admit a one Malliavin derivative and the last belong to $\mathbb L^2(\Omega)$. In my opinion the right notation is $\mathbb{D}^{1,p}$.
Apr
1
comment Compute the density of $Y=|X|$
$ F_X(x) = \int_{-\infty}^x f_X(u) \, du , $ $ f_X(x) = \frac{d}{dx} F_X(x) $ when $f_X$ is continuous at $x$
Apr
1
comment Compute the density of $Y=|X|$
@derivative At my opinion, derivative of cumulative function is the density function.
Apr
1
comment Compute the density of $Y=|X|$
@Did It is an awkwardness from me. I apologize.
Apr
1
comment Compute the density of $Y=|X|$
$P(|X| \leq x)=P(-x \leq X \leq x)=F_X(x)-F_X(-x)$, then the density of $Y$ is the derivative in $y$ which is $g_Y(y)=f(y)+f(-y)$.
Apr
1
awarded  Citizen Patrol
Feb
22
comment Countable additivity of measure with given “good” marginals
Theorem 1 of this paper stat.columbia.edu/~porbanz/reports/porbanz_bochner.pdf give a partial response
Feb
17
comment convergence in law of Cauchy random variables.
@Henry Thank's, So I have improve it
Feb
17
revised convergence in law of Cauchy random variables.
improve question
Feb
17
asked convergence in law of Cauchy random variables.
Jan
11
comment If $X$ and $Y$ are independent. How about $X^2$ and $Y$? And how about $f(X)$ and $g(Y)$?
Another possible duplicate here math.stackexchange.com/questions/443659/…
Dec
16
awarded  Excavator
Dec
16
revised A problem on almost sure convergence
Latex cases environment misplaced
Dec
16
suggested suggested edit on A problem on almost sure convergence