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| bio | website | |
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| location | ||
| age | ||
| visits | member for | 8 months |
| seen | Apr 12 at 13:19 | |
| stats | profile views | 47 |
The earth is round (p < 0.01).
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Nov 22 |
asked | Partial derivative notation: $\left.\frac{\partial \cdot}{\partial\cdot} \right|_{u=T}$ |
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Nov 22 |
revised |
Partial derivative of integral: Leibniz rule? added 26 characters in body |
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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. |
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Nov 22 |
accepted | Partial derivative of integral: Leibniz rule? |
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Nov 21 |
comment |
Partial derivative of integral: Leibniz rule? @joriki the provided answer seems to suggest that the same formula does hold. |
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Nov 21 |
asked | Partial derivative of integral: Leibniz rule? |
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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. |
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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. |
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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. |
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Nov 15 |
asked | Integral with respect to Wiener process. |
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Nov 15 |
asked | Partial derivative of a summation. |
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Nov 10 |
accepted | Integration of Wiener process: $\int_{t_1}^{t_2} dB(s)$ |
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Nov 10 |
comment |
What is $57^{46}$ divided by 17? This answer is hilarious! |
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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). |
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Nov 10 |
accepted | Breaking up Wiener processes with indicator functions? |
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Nov 10 |
comment |
Linear regression where undershooting isn't as bad as overshootingstats.stackexchange.com would be much more familiar with this literature. |
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Nov 10 |
comment |
Solving SDE: $dX(t) = udt + \sigma X(t)dB(t)$ @mike That makes complete sense. But, are you 100% sure this is accurate in this instance? |
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Nov 10 |
asked | Integration of Wiener process: $\int_{t_1}^{t_2} dB(s)$ |
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Nov 9 |
revised |
Probability of passing through 3 specific nodes along a binomial tree deleted 81 characters in body |
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Nov 9 |
asked | Solving SDE: $dX(t) = udt + \sigma X(t)dB(t)$ |
