Kolmo

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13 Answers

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5	Can I apply the Girsanov theorem to an Ornstein-Uhlenbeck process?
5	A problem related to basic martingale theory
2	Sequence which converges in probability but neither almost surely nor in $L^p$
2	Proof of Pinsker's inequality.
2	Expected Value of Distribution function

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384 Reputation

+10	A problem related to basic martingale theory
+5	Necessary condition for convergence in distribution
+25	Can I apply the Girsanov theorem to an Ornstein-Uhlenbeck process?
+5	Convergence in $L^p$ of $f_n$ implies convergence in $L^1$ of $\|f_n\|^p$ and $f_n^p$

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4 Questions

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5	Convergence in $L^p$ of $f_n$ implies convergence in $L^1$ of $\|f_n\|^p$ and $f_n^p$
2	Complex number: equation
1	Necessary condition for convergence in distribution
1	Interpretation of a probability problem: expected value.

18 Tags

16 probability-theory × 7	5 brownian-motion
7 homework × 4	2 probability-distributions
6 stochastic-processes × 2	2 information-theory
6 martingales × 2	2 analysis
5 probability × 9	2 inequality

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$Mathematics Stack Exchange$

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