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visits member for 3 years
seen Apr 9 at 18:11

Jul
2
awarded  Curious
Jul
2
awarded  Inquisitive
Mar
25
asked Reaching a level before another for a random walk
Mar
25
comment Compact operator maps weakly convergent sequences into strongly convergent sequences
@maximumtag what is your definition of weak convergence?
Mar
11
accepted Three questions about ucp convergence
Mar
11
comment Three questions about ucp convergence
Great answer! Thank you so much. Just one small question: For question 1. the second direction you assmued $\epsilon <1$. What about $\epsilon \ge 1$? Or why can we assume w.l.o.g. that for convergence in probability it is enough to consider $\epsilon<1$?
Mar
11
revised Three questions about ucp convergence
added 61 characters in body
Mar
11
asked Three questions about ucp convergence
Mar
1
comment $\lim_{h\downarrow 0}\frac{1}{h}\int_{t-h}^tf(s)ds=f(t)$
Thanks for your answer. very nice solution
Mar
1
accepted $\lim_{h\downarrow 0}\frac{1}{h}\int_{t-h}^tf(s)ds=f(t)$
Mar
1
comment Proof that the predictable sigma algebra is also generated by continuous and adapted processes
thanks for pointing out that in the right continuous case, $Y^n$ is not adapted!
Mar
1
accepted Proof that the predictable sigma algebra is also generated by continuous and adapted processes
Feb
28
asked Proof that the predictable sigma algebra is also generated by continuous and adapted processes
Feb
28
comment $\lim_{h\downarrow 0}\frac{1}{h}\int_{t-h}^tf(s)ds=f(t)$
@Etienne thanks for the comment. edited the last line.
Feb
28
revised $\lim_{h\downarrow 0}\frac{1}{h}\int_{t-h}^tf(s)ds=f(t)$
added 2 characters in body
Feb
28
revised $\lim_{h\downarrow 0}\frac{1}{h}\int_{t-h}^tf(s)ds=f(t)$
edited title
Feb
28
accepted Limit of a left continuous process
Feb
28
asked $\lim_{h\downarrow 0}\frac{1}{h}\int_{t-h}^tf(s)ds=f(t)$
Feb
28
comment Supermartingale result from Meyer Dellacherie
ah thanks a lot!
Feb
27
comment Supermartingale result from Meyer Dellacherie
thanks for you answer. could you just explain why $E[U|\mathcal{F}_{s+}]=\lim_{r\downarrow s}E[U|\mathcal{F}_r]$ for $U\in L^1$?