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Mar
30
comment What are Carnot groups?
An intersting blog fabricebaudoin.wordpress.com/2013/01/05/…
Mar
16
revised Conditions of expression to be positive
added 126 characters in body
Mar
16
asked Conditions of expression to be positive
Mar
14
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 $[0,1]$?
Mar
12
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 $(\Omega, \mathcal F, \mathbb P).$
Mar
1
comment Integrating Chebyshev polynomial of the first kind
Best explanation in this video youtube.com/watch?v=8EYEgxhsGFA in french
Feb
24
awarded  Popular Question
Feb
23
comment The sum of normally distributed random variables.
@Pierre Yves Graudeau Lan Please what is the additional work.
Jan
20
revised What's the meaning of the state space with locally compact topological space?
added 266 characters in body
Jan
20
answered What's the meaning of the state space with locally compact topological space?
Jan
12
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}
Jan
12
accepted Darboux versus stochastic integral
Jan
12
accepted How many (decimal) digits does $2^{3021 377}$ have?
Jan
12
accepted confusion about the multi-dimensional Brownian motion
Jan
12
awarded  Scholar
Jan
12
accepted If $X$ and $Y$ are independent then $f(X)$ and $g(Y)$ are also independent.
Jan
12
accepted Integration by part formula in Malliavin Calculus
Dec
25
comment What is $\lim_{x \rightarrow 0} x^0$?
$x^y=\exp(y \ln x)$ for $x > 0$ and $y \in \mathbb R$
Dec
18
answered Random Variables that aren't measurable
Nov
28
asked In which condition related to coefficients, some equation has a solution?