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Nov
6
awarded  Popular Question
Feb
2
comment Ito Isometry and quadratic variation
Thanks Did ...but I guess you can not apply ito isometry as $t-s$ will not be adapted to $F_s$.Can you clarify this point lastly?Thank you very very much.
Feb
1
comment Ito Isometry and quadratic variation
Thank you very much Did...But my last doubt is what about applying Ito isometry if the integrand involves "t".For example the same $t^3/3$ result can be got if i apply ito isometry to $\int_0^t(t-s)dW_s$.please clarify ...!!
Jan
31
comment Ito Isometry and quadratic variation
Then how can one use Ito formula to compute $E(Y_t^2)$ though another method could be given by approximating $W_t$ by some representations in dyadic intervals and then computing the lebesgue integral $\int_0^tW_sds$ and finally taking its square and limit.But I do not want to use this method and instead want to use some trick.Is there any..??
Jan
31
asked Ito Isometry and quadratic variation
Dec
6
asked Help regarding a weird Matrix
Oct
1
comment How Wiener Measure on $F(C([0,T]))$ is a Gaussian Measure
yeah but how will I show that for all functions f in $ C^{d}$ where $C^{d}$ denotes the dual space of above $C[0,T]$ , we have $f(g)$ which is real valued has a Normal distribution on $R$..From Donsker's theorem its understood but is it possible to proove it via the way I just said??
Oct
1
revised How Wiener Measure on $F(C([0,T]))$ is a Gaussian Measure
edited title
Oct
1
asked How Wiener Measure on $F(C([0,T]))$ is a Gaussian Measure
Sep
24
awarded  Scholar
Sep
24
awarded  Supporter
Sep
24
accepted Confusion regarding Stochastic integral
Sep
22
revised Confusion regarding Stochastic integral
added 68 characters in body
Sep
22
asked Confusion regarding Stochastic integral
Sep
18
awarded  Tumbleweed
Sep
13
asked Discrete Sobolev Space and Sobolev Spaces of Banach Space valued functions
Sep
6
comment Help for Divergence operator
Thank you for the reference.In general I need that if $\nabla \cdot q_1 = \nabla \cdot q_2 $ on $\Omega $ in $R^2$ then what I can conclude in general about the relationships of $q_1$ and $q_2$.To be more specific I need to find $q_1 \cdot e_i $ if $\nabla \cdot q_1 = 0 $ where $e_i$ is the unit normal vector in $R^2 $.
Sep
6
comment Help for Divergence operator
Sorry for my typo error and horrible english.I mean it maps vector valued maps to scalar valued and the curl of a map case in question 2 was for $R^3 (poincare type )$ but , here I need in $R^2$
Sep
6
revised Help for Divergence operator
deleted 3 characters in body
Sep
6
awarded  Editor