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seen Nov 20 '13 at 15:37

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?
Mar
31
comment Maximum Principle for Poisson Equation
There are no conditions on f and g. C>0 depends only on n
Mar
31
asked Maximum Principle for Poisson Equation
Feb
3
accepted General Solution to Quasilinear PDE using Method of Characteristics