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seen Feb 27 at 16:15

The earth is round (p < 0.01).


Nov
23
asked Is it true that $X(t)^a > K \iff X(t) > K^\frac1a$
Nov
23
accepted Partial derivative notation: $\left.\frac{\partial \cdot}{\partial\cdot} \right|_{u=T}$
Nov
22
comment Partial derivative notation: $\left.\frac{\partial \cdot}{\partial\cdot} \right|_{u=T}$
For the first question, why couldn't he have done $\frac{\partial B(t,T)}{\partial T}$, instead of using $u$ and then substituting in $T$ afterwards?
Nov
22
accepted Partial derivative of a summation.
Nov
22
asked Partial derivative notation: $\left.\frac{\partial \cdot}{\partial\cdot} \right|_{u=T}$
Nov
22
revised Partial derivative of integral: Leibniz rule?
added 26 characters in body
Nov
22
comment Partial derivative of integral: Leibniz rule?
@joriki What I meant was whether you could apply it in the way that littleO applied it. Since you can do so, the answer to my question is yes. I've edited for disambiguation. Thanks.
Nov
22
accepted Partial derivative of integral: Leibniz rule?
Nov
21
comment Partial derivative of integral: Leibniz rule?
@joriki the provided answer seems to suggest that the same formula does hold.
Nov
21
asked Partial derivative of integral: Leibniz rule?
Nov
15
comment Integral with respect to Wiener process.
@GautamShenoy Ok well I guess I've done 2 calculus/analysis subjects and 1 linear algebra, forgot the first 1 I did. It's in a finance undergraduate degree, they decided to chuck in a quantitative finance course which is all stochastic calculus with a lil measure theory and probability theory.
Nov
15
comment Integral with respect to Wiener process.
@GautamShenoy What I meant to ask was for you to provide some additional hints - in mathematics. I probably should've couched this in different language. I've done 1 calculus and 1 linear algebra subject at University.
Nov
15
comment Integral with respect to Wiener process.
@GautamShenoy I'm afraid that this does not assist me given my current understanding of mathematics. I don't think I can use the second fundamental theorem because i just have $d$ instead of $\frac{d}{dt}$ preceding the integral.
Nov
15
asked Integral with respect to Wiener process.
Nov
15
asked Partial derivative of a summation.
Nov
10
accepted Integration of Wiener process: $\int_{t_1}^{t_2} dB(s)$
Nov
10
comment What is $57^{46}$ divided by 17?
This answer is hilarious!
Nov
10
comment Integration of Wiener process: $\int_{t_1}^{t_2} dB(s)$
@sos440 Is your identity true even for $\displaystyle \ \ \int_a^b \mathscr{\epsilon}(s)dB(s)$? (I don't know how to make that funny symbol you made).
Nov
10
accepted Breaking up Wiener processes with indicator functions?
Nov
10
comment Linear regression where undershooting isn't as bad as overshooting
stats.stackexchange.com would be much more familiar with this literature.