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May
4
awarded  Popular Question
Feb
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awarded  Popular Question
Sep
24
awarded  Popular Question
Jul
2
awarded  Curious
Nov
2
comment Correlation coefficient of Wiener process
The solutions for the exercises in this text are almost all available online (sorry I don't have a link) which makes it great for self study or supplementing another text.
Nov
2
comment Correlation coefficient of Wiener process
amazon.com/gp/aw/d/3540047581
Nov
2
asked Existence of non Borel-measurable function
Oct
30
awarded  Popular Question
Oct
25
comment Correlation coefficient of Wiener process
There are entire courses dedicated to this. You arent going to understand SDE's from a single answer on a QA site...
Oct
22
accepted Absolute continuity of the Lebesgue integral
Oct
22
asked Absolute continuity of the Lebesgue integral
Apr
6
comment Find all solutions of the 1-D heat equation of a specific form
This is homework and I've actually solved it. I'll post the solution when I get the chance.
Apr
6
comment Find all solutions of the 1-D heat equation of a specific form
That was my first thought as well but I believe I need two solutions to derive the others using variation of parameters. Is this correct?
Apr
6
comment Find all solutions of the 1-D heat equation of a specific form
Thank you Douglas I should have included that with my original post.
Apr
5
asked Find all solutions of the 1-D heat equation of a specific form
Apr
1
comment Maximum Principle for Poisson Equation
Got it. Thank you for your help.
Apr
1
accepted Maximum Principle for Poisson Equation
Apr
1
comment Maximum Principle for Poisson Equation
I see... I'm not familiar with the notation you've used but I assume the infinity norm is the maximum of abs value? How do I take the laplacian of u+ to verify that the difference is non-positive?
Apr
1
comment Maximum Principle for Poisson Equation
The expression for u+. Im not sure how you decided to do that
Mar
31
comment Maximum Principle for Poisson Equation
Could you please explain your steps in the first few lines?