180 reputation
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location Algeria
age 39
visits member for 3 years, 6 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.


2d
answered Random Variables that aren't measurable
Nov
28
asked In which condition related to coefficients, some equation has a solution?
Nov
13
awarded  Supporter
Nov
6
asked Zero of a function
Nov
5
asked Evaluate function at specific value
Oct
24
awarded  Popular Question
Oct
7
comment How many (decimal) digits does $2^{3021 377}$ have?
Thank's for speed answer. I would like to use the properties of power for this question.
Oct
7
asked How many (decimal) digits does $2^{3021 377}$ have?
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