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 Jul 2 awarded Curious Dec 1 awarded Revival May 16 accepted Rewriting SDEs - “Multiplication on both sides” May 16 comment Rewriting SDEs - “Multiplication on both sides” Well, it does. Thank you. Apr 26 comment Cylindrical sigma algebra answers countable questions only. Given an index set $T$ and a collection of $\sigma$-fields $\mathcal{F}_t$ on spaces $\Xi_t$, $t\in T$. Pick any $A_t \in\mathcal{F}_t$. Then $A_t\times \prod_{s\neq t} \Xi_s$ is a one-dimensional cylinder set. Apr 26 asked Cylindrical sigma algebra answers countable questions only. Feb 12 asked Stochastic Exponential: $dZ=-\lambda Z dM + dL$ to $dZ=-\lambda Z dM + Zd\tilde{L}$ while $\tilde{L}$ is still orthogonal to $M$ Dec 9 comment Ito Process $\Longrightarrow$ continuous semimartingale No, also the converse is true. Check Thoerem II.3.9 in Protter's book. A cadlag, locally square integrable local martingale is a semimartingale, and a cadlag process with finite variation on compacts also is a semimartingale. Moreover, semimartingales form a vector space. Dec 9 answered Ito Process $\Longrightarrow$ continuous semimartingale Nov 13 accepted Is the product of a random variable and a Markov process still a Markov process? Nov 13 comment Local martingale iff each component is a local martingale? Well, how do you know that the min of the two makes both a uniformly integrable martingale? This is in my view precisely the problem! Nov 13 answered Condition for existence of a stochastic differential equation Nov 13 asked Local martingale iff each component is a local martingale? Oct 15 comment Function that normalizes a result between 0 and 1 What the heck is "qualifying universes"? Oct 15 comment Function that normalizes a result between 0 and 1 You may want to consider entropy. However, you should be more specific, because the real question is: What is different? In mathematics this definition is crucial, since many of the object's properties depend on some form of measurement of a distance and the like. Oct 14 answered Help With Partial Derivative Oct 14 asked Rewriting SDEs - “Multiplication on both sides” Sep 29 accepted Conditional expectation of a finite variation process Sep 28 comment Conditional expectation of a finite variation process You may want to check Cor. 3.16 in the same book as above. Note that the process $M_t:=\mathbb{E}[A_T|\mathcal{F}_t]$ is a martingale and can thus either be constant or it is not of finite variation. Sorry for creating confusion. Sep 28 revised Conditional expectation of a finite variation process added 20 characters in body