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| bio | website | |
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| location | ||
| age | ||
| visits | member for | 8 months |
| seen | Apr 18 at 21:44 | |
| stats | profile views | 20 |
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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. |
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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 ...!! |
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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..?? |
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Jan 31 |
asked | Ito Isometry and quadratic variation |
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Dec 6 |
asked | Help regarding a weird Matrix |
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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?? |
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Oct 1 |
revised |
How Wiener Measure on $F(C([0,T]))$ is a Gaussian Measure edited title |
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Oct 1 |
asked | How Wiener Measure on $F(C([0,T]))$ is a Gaussian Measure |
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Sep 24 |
awarded | Scholar |
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Sep 24 |
awarded | Supporter |
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Sep 24 |
accepted | Confusion regarding Stochastic integral |
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Sep 22 |
revised |
Confusion regarding Stochastic integral added 68 characters in body |
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Sep 22 |
asked | Confusion regarding Stochastic integral |
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Sep 19 |
asked | Discrete Sobolev space of $R^n$ valued maps |
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Sep 18 |
awarded | Tumbleweed |
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Sep 13 |
asked | Discrete Sobolev Space and Sobolev Spaces of Banach Space valued functions |
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Sep 11 |
asked | Proof of convergence Finite Volume |
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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 $. |
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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 $R^2$ |
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Sep 6 |
revised |
Help for Divergence operator deleted 3 characters in body |
