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# 66 Questions

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### Minimal conditions to show $\sum \rho_{ij} \Psi_{ij} s_i s_j < \sum s_i s_j$

dec 11 at 7:56 Paul 931
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### Doubt Concerning Markov Property

jun 18 '15 at 9:24 Paul 931

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### Distribution of $(\sup_{0\leq s\leq t} W_s -W_t)$

jan 16 '15 at 12:29 Paul 931
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### Integral of a geometric Brownian motion [duplicate]

nov 12 '14 at 12:56 Amzoti 47.3k
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### Law of a geometric brownian motion first hitting time (proof checking)

sep 30 '14 at 10:14 Paul 931

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### Why $\widetilde m = argmin_{m \in \mathcal P(X)} E[m]$ implies $\widetilde m (\arg \min \frac{\delta E}{\delta m}[\widetilde m]) =1$?

jul 1 '14 at 15:29 Paul 931
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### Proving $(\int_0^t f(X_s) dW_s)_{t \in [0T]}$, $f$ a $k$-Lipschitz function, is a continuous martingale

mar 22 '14 at 11:20 TheBridge 3,180
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### Characterizing limit of value functions in a stochastic control problem

mar 11 '14 at 14:38 Paul 931

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### Proving that $(\mathbb E [X^n])^{1/n}\leq (\mathbb E [X^m])^{1/m}$ for $1\leq X\leq 2 \ \mathbb P \text{-a.e.}$

mar 11 '14 at 13:13 Paul 931
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### Evaluation of $\mathbb E[\int _{t_1} ^{t_2} f(s, X_s^{t,x} )ds \mid \mathcal F _{t_1} ]$ for a markovian SDE solution.

feb 24 '14 at 16:03 Paul 931
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### Estimation of a Ito's semi-martingale linear functional

feb 18 '14 at 21:31 Paul 931
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### Prove that a give sequence of function is a base of $L^2([0,1])$

dec 18 '13 at 0:39 Paul 931

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### Time after last jump and waiting time before the next jump of Poisson process

oct 28 '13 at 21:08 Paul 931

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### Conditional distribution of compounded Poisson process

oct 28 '13 at 21:07 Paul 931
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### Characterization of hitting time's law. (Proof check)

oct 28 '13 at 17:11 BIS HD 1,847

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### Checking proof that a given process is a martingale

mar 10 '14 at 23:00 Chival 588

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### Space of stochastic process $\mathcal M (\mathcal C [0, T], E)$

aug 18 '13 at 15:28 Paul 931
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