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 Mar30 comment What are Carnot groups? An intersting blog fabricebaudoin.wordpress.com/2013/01/05/… Mar16 revised Conditions of expression to be positive added 126 characters in body Mar16 asked Conditions of expression to be positive Mar14 comment Extension of measure on sigma-algebra Excuse me for this mistake. In this case why did you not take $\nu(X)=\mu(X)$ if $X\in \mathcal F$ and $\nu(E)$ equal to every real in $[0,1]$? Mar12 comment Extension of measure on sigma-algebra $\nu$ is just the restriction of $\mu$ in the $\sigma$-algebra $(\Omega, \mathcal F_E, \mathbb P)$ trace of $(\Omega, \mathcal F, \mathbb P).$ Mar1 comment Integrating Chebyshev polynomial of the first kind Best explanation in this video youtube.com/watch?v=8EYEgxhsGFA in french Feb24 awarded Popular Question Feb23 comment The sum of normally distributed random variables. @Pierre Yves Graudeau Lan Please what is the additional work. Jan20 revised What's the meaning of the state space with locally compact topological space? added 266 characters in body Jan20 answered What's the meaning of the state space with locally compact topological space? Jan12 comment Interchangeability of the malliavin derivative with a lebesgue integral There are no Lebesgue measure. $F=f(W(h_1),\cdots, W(h_n))$, with $h_i \in H$ (a typical example is $W(h_i)=\int_0^t h_i(s) d W_s$), $f \in \mathscr S$ \begin{align} \mathscr D F= \sum_{i=1}^n \partial_if(W(h_1),\cdots, W(h_n))h_i \end{align} Jan12 accepted Darboux versus stochastic integral Jan12 accepted How many (decimal) digits does $2^{3021 377}$ have? Jan12 accepted confusion about the multi-dimensional Brownian motion Jan12 awarded Scholar Jan12 accepted If $X$ and $Y$ are independent then $f(X)$ and $g(Y)$ are also independent. Jan12 accepted Integration by part formula in Malliavin Calculus Dec25 comment What is $\lim_{x \rightarrow 0} x^0$? $x^y=\exp(y \ln x)$ for $x > 0$ and $y \in \mathbb R$ Dec18 answered Random Variables that aren't measurable Nov28 asked In which condition related to coefficients, some equation has a solution?