I am a mathematician living in Copenhagen. My main mathematical interests are in probability and statistics, particularly continuous-time stochastic processes, causal inference and high-dimensional statistics.
8 What is the Kolmogorov Extension Theorem good for? apr 12 '12
7 How well can the maximum of a Gaussian process be approximated by a finite-dimensional Gaussian variable? jul 15 '13
5 If a Radon measure is a tempered distribution, does it integrate all Schwartz functions? oct 29 '13
4 Can we prove directly that $M_t$ is a martingale feb 8 '13
4 Properties of the projection onto a nonconvex set jun 27 '13
4 What are the prerequisites for stochastic calculus? mar 16 '14