41 reputation
12
bio website
location
age
visits member for 1 year, 10 months
seen Feb 27 at 16:15

The earth is round (p < 0.01).


Nov
24
comment Density process/Radon-Nikodym derivative problems
@DavideGiraudo I'm afraid I don't follow.
Nov
24
comment Density process/Radon-Nikodym derivative problems
@DavideGiraudo I've revised to make this clear.
Nov
24
comment The Lebesgue integral $\int_\Omega dP$
@did I'm taking a stochastics course with no background in measure theory so I have holes everywhere, unfortunately!
Nov
24
comment Expectation of exponential martingale and indicator function.
@did I apologize for the typo.
Nov
24
revised Expectation of exponential martingale and indicator function.
added 4 characters in body
Nov
24
accepted The Lebesgue integral $\int_\Omega dP$
Nov
24
asked Density process/Radon-Nikodym derivative problems
Nov
24
asked The Lebesgue integral $\int_\Omega dP$
Nov
24
accepted Covariation of Wiener processes, $\langle W_1,W_2\rangle_t = \rho t$.
Nov
24
revised Covariation of Wiener processes, $\langle W_1,W_2\rangle_t = \rho t$.
deleted 15 characters in body
Nov
24
comment Covariation of Wiener processes, $\langle W_1,W_2\rangle_t = \rho t$.
@saz No. $\rho$ is the correlation coefficient. The equality $\langle W_1,W_2 \rangle_t = \rho t$ is provided in the (ungraded) homework question's preamble where $\rho \in [-1,1]$.
Nov
24
revised Covariation of Wiener processes, $\langle W_1,W_2\rangle_t = \rho t$.
deleted 144 characters in body
Nov
24
revised Covariation of Wiener processes, $\langle W_1,W_2\rangle_t = \rho t$.
deleted 34 characters in body; edited tags
Nov
24
asked Covariation of Wiener processes, $\langle W_1,W_2\rangle_t = \rho t$.
Nov
24
comment Expectation of exponential martingale and indicator function.
@TheBridge I am not allowed to change probability measure in this question (they specifically told us so).
Nov
24
revised Expectation of exponential martingale and indicator function.
edited tags
Nov
24
revised Expectation of exponential martingale and indicator function.
added 122 characters in body
Nov
24
asked Expectation of exponential martingale and indicator function.
Nov
23
comment Is it true that $X(t)^a > K \iff X(t) > K^\frac1a$
@Berci Yes. $\phantom{.}$
Nov
23
accepted Is it true that $X(t)^a > K \iff X(t) > K^\frac1a$