190 reputation
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bio website
location Algeria
age 39
visits member for 3 years, 7 months
seen 2 hours ago

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.


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?
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.