Ben Derrett

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1,583 reputation
523
bio website benderrett.wordpress.com
location Cambridge, United Kingdom
age 22
visits member for 2 years, 6 months
seen 5 hours ago
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I'm interested mainly in applied probability, stochastic control and mathematical finance. I'm working towards a PhD at Cambridge University with Chris Rogers.


36 Answers

newest activity votes
8
Find all integers $k>2$ such that $5\equiv k \bmod k^2$
8
What is a rigorous way to prove that this graph is non-planar?
7
Trigonometric equality: $\frac{1 + \sin A - \cos A}{1 + \sin A + \cos A} = \tan \frac{A}{2}$
6
If $f:\mathbb{R}\to\mathbb{R}$ is a left continuous function can the set of discontinuous points of $f$ have positive Lebesgue measure?
6
An inequality about binomial distribution
5
Convergence of a kind of difference quotient
5
If the sequence $(a_n b_n)$ converges and $a_n \to 0$, when does $(b_n)$ converge too?
4
Uniform convergence of a sequence of functions defined by an integral
4
How do we justify certain steps in the solution to gambler's ruin?
4
Set of measure zero
3
Integral of the positive part of a Brownian motion
3
Question about a proof of Ansel-Stricker in a paper
2
Two martingales whose distributions agree for each time have the same overall distribution
2
Brownian motion interesting question
2
Convergence of empirical distribution
2
Prove Yor's formula not using Itô?
2
How to show that $f=0$ a.e. on $[0,1]\times [0,1]$.
2
Question on proof of Hoeffding identity
2
Independent increments M-W
2
How to evaluate the integral $\int_a^b{\int_0^{2\pi}{\sqrt{y^2(\cos^2{\theta}-1)+1}}\mathrm{d}\theta}\mathrm{d}y$
1
Showing a conditional Poisson Process does not have independent increments
1
Is this stochastic integral well defined?
1
Two different ways of constructing a continuous time Markov chain from discrete time one
1
Quadratic Covariation
1
Finding an example of a discrete-time strict local martingale.
1
Quadratic Variation of Sum of Local Martingales
1
Proof of some statements involving conditional expectation
1
Exchanging probabilities
1
$k$-out-of-$n$ system probabilities
1
$L^1$-bounded quadratic variation of a continuous local martingale $\implies$ it is a true martingale, $L^2$-bounded
1 2