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18h
revised Geometric Brownian motion with exponential of sum of iid's
added 4 characters in body; edited title
18h
reviewed Approve Prove that $|P(\mathbb{N})| = |\mathbb{N}^{\mathbb{N}}|$
23h
comment Uniqueness of Predictable Quadratic Covariation
then you will allow me not answer in any specific way to your question
1d
reviewed Reject How to Derive Relationship to the Gain Constant?
1d
reviewed Edit Discretization of nonlinear system for using extend Kalman filter in python
1d
revised Discretization of nonlinear system for using extend Kalman filter in python
Kalman Filters are dynamic Bayesian networks. These questions about similar topics should be grouped together, so that experts and those interested in this field can better access them.
1d
reviewed Approve Closed form for $\prod_{i=0}^{\infty}(1+x^{2^i})$
1d
comment Uniqueness of Predictable Quadratic Covariation
what are the assumptions over M and N ?
Apr
30
reviewed Reject Is this subset of the unit cube compact?
Apr
30
reviewed Reject Proving a conclusion (Logic)
Apr
30
reviewed Approve Conditional Probability Concern: $A$ occurs but not $B$
Apr
29
reviewed Approve Suppose $f$ is differentiable and not uniformly continuous show that $|f'|$ is not bounded by $R$
Apr
29
reviewed Approve Help solving a Limit quesiton
Apr
29
comment What is the expectation of $\int_0^t \sqrt{s+B_s^2}dB_s$?
Hint : why should it be different form 0 ? I don't see any reason. Best regards
Apr
27
comment Hitting Times for Brownian Motion - Levy Process?
@ Smiley Sam : I read only the title about Lévy process.
Apr
27
comment Hitting Times for Brownian Motion - Levy Process?
I am afraid that when you write $X_{S_a} = a = X_{H_a}$ this is wrong. Take for example a Poisson Process started at 0. Then $S_0=0$ and $H_0 =\tau$ where $\tau$ is the first time $X$ jumps, then $X_{S_0}=0\not=X_{H_0}=1$. Best regards
Apr
26
comment Some Kind of Generalized Brownian Motion
@Hans : you right that's the one.
Apr
26
comment Some Kind of Generalized Brownian Motion
@Hans for general consideration on bridges and other filtration expansion you can check the last chapter of Protter's book on stochastic differential equations which covers the subject with great generality for semi martingales, there is also a LNM written by Yor and Mansuy on this subject. Best regards
Apr
26
reviewed Approve How to solve $x^3-3x= \sqrt 3$
Apr
26
reviewed Approve Computing mean of probability density function without integration