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visits member for 3 years, 2 months
seen Jun 11 at 16:18

Jan
13
comment Diagonalization of $M=ab^t+ba^t$
@yoirgos: thanks ! Can you conclude and give the values of $\lambda_1$ and $\lambda_2$ and the formula for the associated eigenvectors ?
Oct
25
comment Approximation of stochastic differential equations
@TheBridge : thanks. Of course studying z_t and applying Gronwall Lemma is the classical strategy. But here the problem is that you cannot bound the Lipschitz coefficient because it is only assumed locally lipschitz...
May
2
comment Linear inhomogeneous PDE
Thnak you! I give you the answer.
May
1
comment Linear inhomogeneous PDE
Thank you very much. I think your value of $\lambda^*$ slightly overestimates the real one. This is maybe because $\bar{u}-u$ is not completely negligible as you mentioned. How could we improve your estimate ?
May
1
comment Eigenvalues of the 1D laplacian with mixed boundary conditions
@GiuseppeNegro Thank you! It confirms my first intuition then. So I guess we cannot solve $u=\Delta u$ with such B.C. using the usual separation of variable method... Because when doing so, we decompose the solution along the eigenvectors, and here without a discrete spectrum I do not know how to do it.
Apr
30
comment Eigenvalues of the 1D laplacian with mixed boundary conditions
@GiuseppeNegro Hi, thanks for the hint; I tried this already. I find a zero eigenvalue (ok) but then I cannot exclude positive eigenvalues, and I do not get a discrete spectrum. So I believe I may be wrong.
Feb
7
comment Number of real solutions of a random equation
Dear Kirill, thank you a lot for your attempt. It looks like you are trying to apply Kac-Rice formula. But unfortunately I think your formula is missing the absolute value of the Jacobian determinant. Do you agree, or am I missing something ?
Nov
7
comment Laws of $(B_t)_{t\in [0,T]}$ and $(2B_t)_{t\in [0,T]}$ : singular?
Thank you very much !
Oct
11
comment expectation of supremum of random process
@TheBridge : thanks but there is no satisfactory answer so far
Oct
10
comment Eigenvalues problem
@percusse : no i think J is a matrix
Jun
30
comment Optional stopping theorem for Hilbert valued martingales
@NateElderedge Thank you, I agree that it should be straightforward but I am often surprised by the subtle problems appearing in infinite dimension. Thanks again!