14 reputation
2
bio website
location
age
visits member for 2 years, 2 months
seen Jul 20 '12 at 8:30

Jun
2
comment a question on Stochastic Calculus
Hi Ilya, I know how to handle it, $\mathcal{N}$ is just the cdf of standard normal distribution.
Jun
2
comment How to compute this integral involving a cdf?
Does anyone have an idea about ax+b version?
May
30
comment How to compute this integral involving a cdf?
Thank you for your transformation, Dilip! in fact, that's the question when I received, may i ask you how did you proceed from this Probability?
May
30
comment How to compute this integral involving a cdf?
Thank you very much, but just one more follow-up, do you know how to do if ax -> ax+b? i.e. $\int_0^\infty\Phi(ax+b)d\Phi(x)dx$
May
27
comment a question on Stochastic Calculus
Hi Ilya, I am also not sure about it, it seems it's understandable to many stochastic analysis experts but I am not.
May
26
asked a question on Stochastic Calculus
May
26
awarded  Supporter
May
24
awarded  Student
May
24
asked How to compute this integral involving a cdf?
May
19
comment A Brownian motion starting from 0, it becomes -1 once reach -1, what is its expectation?
So do you mean $\mathbb{E}[X_1] = \mathbb{E}[X_0]=0 $?
May
19
asked A Brownian motion starting from 0, it becomes -1 once reach -1, what is its expectation?