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Dec
13
revised If $X^T(t)=X(t\land T)$ is said to be the process $X$ stopped at $T$. I want prove following statment
little but material typo corrected
Dec
13
reviewed Approve Absolute continuity and Hilbert Space
Dec
9
reviewed Approve Quadratic Formula calculation
Dec
8
awarded  Caucus
Dec
5
awarded  Custodian
Dec
5
reviewed Approve Show that $\sqrt{I+J}=\sqrt{\sqrt{I}+\sqrt{J}}$ and $\sqrt{IJ}\neq\sqrt{I}\sqrt{J}$
Dec
5
reviewed Approve Proving that universal quantification distribute over conjunction
Dec
5
awarded  Yearling
Dec
4
reviewed Approve Smallest $n$ with given number of solutions of $\frac{1}{u} + \frac{1}{v} = \frac{1}{n}$
Dec
4
comment How to solve system of stochastic differential equations?
@ Carol : I suggest you use Girsanov theorem to find a probability measure under wich the second equation take the same for mas the first one and then using the Radon Nikodym process express the solution into the original probability space (of course you have to check under which conditions you can use Girsanov with respct to $N_1$). Best regards
Dec
3
comment Example of a predictable process that isn't caglad
@ mathrat : Any càdlàg process with predictable jumps only would also do the trick. Best regards.
Dec
3
reviewed Approve Is it a “paradox”, or a flaw in the question?
Dec
2
comment Example of a predictable process that isn't caglad
@ mathrat : the following dertiministic process gives an answer : $X_t=1_{\lbrace t \geq 1\rbrace}$.
Dec
1
comment Monotone Class Theorem Application
@Math Girl : You can view stochastic processes as random variable in the functional space of càdlàg trajectories endowed with sufficiently good topology (Skorokhod topology is a classiscal choice in this regard). As I said I'm only giving you hints and let you work out the details. Best regards
Nov
30
comment Finite expectation of bank account with CIR interest rate model
@ intu : Hint :First note that $r_t$ has moments of all orders as is proved here : math.stackexchange.com/questions/944181/…
Nov
30
reviewed Approve Something I don't understand about Hilbert's grand hotel
Nov
29
reviewed Reject Using the contraction principle to prove that the sequence $a_n=f(a_{n-1})$ is convergent where $f(x)=1+1/x$
Nov
29
reviewed Approve Prove that there is no number that divides both n and n+1
Nov
29
reviewed Approve Is there an explicit description for injective sheaves?
Nov
28
comment Requirements for square integrable in the Doob-Meyer-Decomposition
@ Raff: Maybe you could edit the question and add the content of the erased answer because my answer capitalizes on those assumptions sonow it lacks context to be understood. Best regards