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2h
comment What is the general Ito formula for a function of two processes
Perhaps it would help if you would give a specific example of a problem... Are you interested in a case where $f(x)$ would not be a single-valued function, but would satisfy some SDE of its own?
2h
comment What is the general Ito formula for a function of two processes
I don't understand ii if $X_t$ is some Ito processand $Y = f(X_t)$, then $Y$ is a usual kind of Ito process -- even in the simplest case of $f(x)=x$, $Y$ would have its own SDE, identical to $X$...
2h
comment How to show that $E(X^k)=npE((Y + 1)^{k-1})$ where $X\sim\mathrm{Bin}(n,p)$ and $Y \sim \mathrm{Bin}(n-1,p)$.
I still don't get it. So $Y \sim \mathcal{B}(n-1,p)$ but what is $X$?
2h
comment Trigonometric problem with two angles
People here do not like to do your homework for you. Show some work on the problem and we will be glad to help with hints.
Jul
3
comment Find $\lim_{x\to\infty}\frac{f^{-1}(x)}{\ln(x)}$, where $f(x)=e^x+x^3-x^2+x$, without L'Hospital
@Lucas $$\lim_{x \to \infty} f^{-1}(x) = \infty$$ is equivalent to $$\lim_{x \to \infty} f(x) = \infty$$ (just take $f(\cdot)$ of both sides)
Jun
24
comment Almost sure convergence of $\max(X_1, X_2,\ldots,X_n)$.
you need almost sure convergence, i.e. $$ \mathbb{P}\left[ \lim_{n \to \infty} \max(X_1, \ldots, X_n) = a \right] = 1 $$
Jun
24
comment How can I count the number of $n$ digit positive integers without a specific digit?
@DemetriP :) lol...
Jun
24
comment Rearranging coordinate equation
@PaulCanning i did not understand, but if you impose additional conditions, it may be enough to determine your point exactly.
Jun
24
comment a Maximum of Discrete Function
you sure $a,b \in X$, not $\in \mathbb{R}$?
Jun
24
comment Why use stopping times rather than a deterministic sequence to localise a martingale?
@user3203476 not 100% sure, leaning yes. Perhaps you want to follow advice of muaddib above...
Jun
24
comment A tricky arithmetic progression question
@KartikWatwani need to match $n^2$ on the left side...
Jun
24
comment Defining set of interior points of a triangle
@DavidC.Ullrich thank you, updates
Jun
23
comment Defining set of interior points of a triangle
@hHhh for my education, how is this connected with centroids?
Jun
23
comment Defining set of interior points of a triangle
@JacksonFitzsimmons that sum generates the convex hull of the points $\{z_k\}$ which is identical with the polygon in question :)
Jun
23
comment Normal distribution for bags of coal produced from a machine.
@J132 no this is incorrect, see my comment to your other question
Jun
21
comment Expand the Taylor series for the following mind-boggling expression at $x = 0$
@jablesauce see update, perhaps partial fractions first may be easier
Jun
21
comment Implement a y-ceiling on a slope function without domains
why not consider the ceiling/floor functions directly?
Jun
21
comment Normal distribution for bags of coal produced from a machine.
@J132 same error here as in your other question -- if $Z = |X-Y|$ then $Z \ge 0$ so $\mathbb{E}[Z] \ge 0$...
Jun
17
comment Combinatorial proof for summation of powers of two
@Martigan he needs a combinatorial proof...
Jun
16
comment Normal distribution for bags of coal produced from a machine.
@Julian notice this matches the answer given in (i). Can you take care of (ii)?