# Artiom Fiodorov

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I am a PhD student at UCL

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 Nov29 revised Finding an example of a discrete-time strict local martingale.deleted 47 characters in body; edited title Nov29 accepted Finding an example of a discrete-time strict local martingale. Jul11 awarded Yearling Jun30 accepted Applying Ito to semi-group of Brownian motion in $\mathbb{R}^d$ Jun8 awarded Caucus May21 comment Limit of Wiener processesThank you, I just copy-pasted the latex. May21 comment Limit of Wiener processesMy notes say that Stratonovich would be $$\displaystyle \lim_{n->\infty}\sum_{k=0}^{[2^n t]-1}\big(\frac{W_{(k+1)2^{-n}}+W_{k2^{-n}}}{2}\big)(W_{(k+1)2^{-n}}-W_{k2^{-n}}‌​),$$ what am I missing? May21 comment Limit of Wiener processesCentral limit theorem won't help, central limit theorem is for a different type of convergence. May20 asked Applying Ito to semi-group of Brownian motion in $\mathbb{R}^d$ May18 comment Are hitting times of Brownian motion independent?if $c=\mathbb{P}(T_bX+Y)$ where $X,Y,Z \sim U(0,1)$No, I don't think you understand it properly. The first equality involves indicator function $\mathbb{1}(Z>X+Y)$, which is $1$ on the event $Z>X+Y$ and $0$ on the event $Z\leq X+Y$. Then expectation of such indicator is just the probability of the event $Z>X+Y$, by definition of expectation. May17 revised Find $P(Z>X+Y)$ where $X,Y,Z \sim U(0,1)$deleted 2 characters in body May17 answered Find $P(Z>X+Y)$ where $X,Y,Z \sim U(0,1)$ May17 asked Polarisation in proving Kunita-Watanabe identinty