1,570 reputation
415
bio website mathtm.blogspot.com
location University of California Los Angeles, CA
age
visits member for 2 years, 6 months
seen 2 hours ago

I am a recent graduate in applied mathematics at UCLA and currently trying to break into the quantitative investment/trading industry while also continuing to pursue advanced graduate-level mathematics as both a hobby and career necessity.


Jun
6
accepted (Ito lemma proof): convergence of $\sum_{i=0}^{n-1}f(W(t_{i}))(W(t_{i+1})-W(t_{i}))^{2}.$
Jun
6
revised Function defined by an integral.
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Jun
6
answered Function defined by an integral.
Jun
5
revised (Ito lemma proof): convergence of $\sum_{i=0}^{n-1}f(W(t_{i}))(W(t_{i+1})-W(t_{i}))^{2}.$
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Jun
5
revised (Ito lemma proof): convergence of $\sum_{i=0}^{n-1}f(W(t_{i}))(W(t_{i+1})-W(t_{i}))^{2}.$
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Jun
5
revised (Ito lemma proof): convergence of $\sum_{i=0}^{n-1}f(W(t_{i}))(W(t_{i+1})-W(t_{i}))^{2}.$
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Jun
5
asked (Ito lemma proof): convergence of $\sum_{i=0}^{n-1}f(W(t_{i}))(W(t_{i+1})-W(t_{i}))^{2}.$
May
29
comment If $f$ and $g$ are integrable functions on $I=[a,b]$ and if $h(x):=\inf(f(x), g(x))$ for all $x \in I$, prove that $h$ is integrable at $I$.
$P=\{x_{0},x_{1},\ldots,x_{n}\}$. It could be that, say, $P_{1}=\{x_{0},x_{3},x_{5},x_{11},\ldots,x_{n-1}\}$ and $P_{2}=\{x_{1},x_{2},x_{4},\ldots,x_{n}\}$. Then $P_{1}$ and $P_{2}$ are partitions of $I$ and they are sub-partitions of $P$ in the sense that $P=P_{1}\cup P_{2}$. The index sets in this example are $I_{1}=\{0,3,5,11,\ldots,n-1\}$ and $I_{2}=\{1,2,4,\ldots,n\}.$ The manner in which the sub-partitions are obtained depend on $f$ and $g$ in accordance to the construction in the solution above. Perhaps the notation of $I_{j}$ is confusing-it has nothing to do with the interval $I$
May
29
revised If $f$ and $g$ are integrable functions on $I=[a,b]$ and if $h(x):=\inf(f(x), g(x))$ for all $x \in I$, prove that $h$ is integrable at $I$.
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May
29
revised If $f$ and $g$ are integrable functions on $I=[a,b]$ and if $h(x):=\inf(f(x), g(x))$ for all $x \in I$, prove that $h$ is integrable at $I$.
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May
29
revised If $f$ and $g$ are integrable functions on $I=[a,b]$ and if $h(x):=\inf(f(x), g(x))$ for all $x \in I$, prove that $h$ is integrable at $I$.
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May
29
answered If $f$ and $g$ are integrable functions on $I=[a,b]$ and if $h(x):=\inf(f(x), g(x))$ for all $x \in I$, prove that $h$ is integrable at $I$.
May
14
comment Bound on uniform norm of convolution of $L^p$ functions
Oh. I didn't even know that notation was still used!
May
13
comment Bound on uniform norm of convolution of $L^p$ functions
Don't you need $p^{-1}+q^{-1}=u^{-1}+1$?
May
13
answered Diffuse equation-type PDE: Help me!
May
12
comment How do I convert the limit definition of differentiability to different variables?
Because $h$ is just a displacement vector (from the point in question, $(x_{0},y_{0})$), and you send it to $0$. Being a vector, it has coordinates. Call them $(x,y)$, or anything you wish.
May
12
revised How do I convert the limit definition of differentiability to different variables?
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May
12
answered How do I convert the limit definition of differentiability to different variables?
May
12
revised A calculus problem with functions such that $f''(x) = g(x)$ and $g''(x) = f(x)$
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May
12
revised A calculus problem with functions such that $f''(x) = g(x)$ and $g''(x) = f(x)$
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