Ben Derrett

1,583 reputation

523

bio	website	benderrett.wordpress.com
	location	Cambridge, United Kingdom
	age	22
visits	member for	2 years, 6 months
	seen	4 hours ago
stats	profile views	332

I'm interested mainly in applied probability, stochastic control and mathematical finance. I'm working towards a PhD at Cambridge University with Chris Rogers.

	1,583 reputation	bio	website	benderrett.wordpress.com	visits	member for	2 years, 6 months
523 badges		location	Cambridge, United Kingdom		seen	4 hours ago

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34 Favorites

added views newest activity votes

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530

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Does there exist a sequence $\{a_n\}_{n\ge1}$ with $a_n < a_{n+1}+a_{n^2}$ such that $\sum_{n=1}^{\infty}a_n$ converges?

nov 27 at 12:55 Ewan Delanoy 8,413

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773

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Infinite product of measurable spaces

elementary-set-theory measure-theory

dec 27 '11 at 19:32 Michael Greinecker♦ 12.5k

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572

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Calculate the 146th digit after the decimal point of $ \frac{1}{293} $

elementary-number-theory decimal-expansion

feb 11 '12 at 19:39 Sasha 41.4k

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answers

755

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Can I apply the Girsanov theorem to an Ornstein-Uhlenbeck process?

probability-theory stochastic-processes brownian-motion

apr 20 '12 at 13:59 Kolmo 384

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172

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Generated sigma algebra from Brownian Motion

measure-theory stochastic-processes stochastic-calculus

jan 9 at 15:06 Ben Derrett 1,583

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272

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Kolmogorov Extension Theorem vs. Caratheodory Extension Theorem

measure-theory probability-theory stochastic-processes

jan 12 at 9:36 Martin 3,688

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355

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How can I prove this random process to be Standard Brownian Motion?

homework probability stochastic-processes

oct 11 '11 at 22:03 Did 103k

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answer

193

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Generalizations of Tail Sigma Algebras

probability

jul 6 '11 at 22:11 Asaf Karagila 91k

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226

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Convergence of a kind of difference quotient

real-analysis measure-theory

jul 8 '11 at 2:21 amWhy 54.7k

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162

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A problem about strong law of large numbers of Shiryaev's Probability

probability probability-theory

apr 15 at 23:31 Lost1 1,737

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337

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What's the meaning of algebraic data type?

type-theory

jan 6 at 18:49 Chris Taylor 13.2k

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answer

314

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Bounds for submartingale

probability stochastic-processes

jun 23 '11 at 10:16 Ilya 14.2k

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168

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Doob-like inequality

stochastic-processes

jun 23 '11 at 11:40 Ilya 14.2k

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answer

194

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stochastic process: determining whether process is cadlag

stochastic-processes

jul 13 '11 at 10:28 Did 103k

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answers

203

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Diverging random walk

probability stochastic-processes

jul 22 '11 at 9:40 Ilya 14.2k

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138

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Is this limit divergent?

calculus real-analysis

feb 6 '12 at 20:56 Elias 2,938

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146

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Can infinitesimal generator be defined by the time-inhomogeneous stochastic process?

functional-analysis stochastic-processes pde stochastic-calculus stochastic-analysis

oct 12 at 2:33 MathGarfield 21

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185

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Covariance of Brownian-motion-like processes

stochastic-processes brownian-motion random-walk markov-process

dec 26 at 21:59 saz 5,457

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Find a density function for the endpoint of this stochastic process

probability-distributions stochastic-processes stochastic-calculus

jan 7 at 7:36 LevDub 760

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114

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Biased Random Walk Converging to a Brownian Motion with drift (Donsker's Theorem)

probability-theory stochastic-processes convergence weak-convergence limit-theorems

mar 15 at 15:27 Davide Giraudo 56.2k

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312

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Probability of Gambler's Ruin with Unequal Gain/Loss

probability stochastic-processes

jan 3 at 7:30 Community♦ 1

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If $S_{t}$ satisfies $dS_{t}=\frac{1}{S_{t}}1_{(S_{t}>0)}dB_{t}$, will $S_{t}$ be a martingale?

probability-theory stochastic-processes stochastic-calculus

oct 25 at 0:50 user7762 206

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Uniqueness of a local martingale problem

stochastic-processes

mar 28 '12 at 16:40 Ilya 14.2k

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309

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Metrization of the weak*-topology on a set of probability measures

real-analysis probability-theory

apr 16 at 22:15 Byron Schmuland 15.4k

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answer

258

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If you randomly choose a subset of the real line, what is the probability that it will be measurable?

measure-theory set-theory

jun 30 '11 at 9:04 Jason Swanson 1,305

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247

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Something connected with Ulam's tightness theorem

probability-theory measure-theory

jul 12 '11 at 1:09 ncmathsadist 17.2k

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439

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Can I normalize KL-divergence to be $\leq 1$?

probability probability-theory information-theory entropy

dec 14 '11 at 13:11 FredV 11

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answers

kviews

A good book on Statistical Inference?

reference-request statistics probability-theory

jul 16 '11 at 20:10 Jack 7,501

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216

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uniform distribution on unit ball

general-topology probability-distributions

jul 12 '11 at 12:02 jo_vittulainen 38

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163

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Characterisation of conditional independence

probability probability-theory

jan 6 '12 at 21:21 Alen 473