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  • 173 votes cast
Jan
24
asked Is the space of discrete probabilities measurable in the space of probabilities with weak topology?
Jan
24
answered In the space of probability distributions, is the set of discrete distributions dense?
Jan
23
asked Uniqueness of random measure
Dec
17
awarded  Inquisitive
Dec
16
asked Question about the bounded requirement of the simple function of definition of stochastic integration
Dec
9
comment Suppose $ \lim \left( a_{n}+a_{n+1} \right)=0 $. Show that $ \lim a_{n}=0 $ or $ 0 < \limsup a_{n} $.
If $\limsup a_n<0$, there will be a contradiction. If $\limsup a_n=0$, prove $\liminf a_n=0$ by contradiction.
Dec
9
comment Martingale related question
The martingale is positive guarantees the limit exists.
Dec
7
comment Why is the derivative of the bounded variation nonnegative definite?
Never mind. Thank you all the same! You have helped me a lot.
Dec
7
comment Why is the derivative of the bounded variation nonnegative definite?
Sorry but I am a little confused. As I knew nonnegative definite (it just need $\geq$ 0) may be the same as nonnegative semidefinite as you mean.
Dec
7
accepted Why is the derivative of the bounded variation nonnegative definite?
Dec
7
comment Why is the derivative of the bounded variation nonnegative definite?
I get it. Thank you very much!
Dec
7
comment Why is the derivative of the bounded variation nonnegative definite?
@Renart I think $d_{ij}$ is the a.e. derivative of $c_{ij}$, since $c_{ij}$ is bounded variation. The proof said no more than I write here.
Dec
7
asked Why is the derivative of the bounded variation nonnegative definite?
Dec
6
answered A problem about strong law of large numbers of Shiryaev's Probability
Dec
5
accepted Measurability of a function related to Skorohod space
Dec
5
comment Measurability of a function related to Skorohod space
I get it. Thanks very much!
Dec
5
asked Measurability of a function related to Skorohod space
Dec
5
asked Convergence result of a UI martingale
Dec
3
accepted A necessity property of compact subset of Skorokhod space
Dec
2
answered A necessity property of compact subset of Skorokhod space