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 1d reviewed Approve Is $\langle x,5 \rangle$ a maximal ideal of $\mathbb{Z}[x]$? 2d revised Supremal distribution of positive continuous martingale, which converges to zero a.s. added 535 characters in body 2d reviewed Approve How many possible different telephone numbers consisting of two zeros, three fours, one five and one seven are there? 2d answered Supremal distribution of positive continuous martingale, which converges to zero a.s. Apr12 reviewed Reject hard lemma from a paper Apr12 reviewed Approve Show that $2^{105} + 3^{105}$ is divisible by $7$ Apr8 reviewed Approve $F(x)+G(y)= e^{x+y}?$ Apr8 reviewed Approve How to integrate $I = \int_{-a/2}^{a/2}\frac{1}{\sqrt{x^2 + b}}dx$ Apr8 reviewed Approve Find all Gaussian integers $α, β, γ$ such that $αβγ = α + β + γ = 1$ Apr6 comment Solving an expectation related to CIR process No I would certainly not recommend using the pdf of $X$, I would try to use Itô's lemma and try to see if there is an ODE coming from some calculations and some martingale property. Best regards Apr1 reviewed Approve How many 5-permutations of Q are there? (No repetition of character within a string and order matters) Mar19 comment left limit of filtration @ annimal: There is not enough information and context to answer the question please complete the post. Best regards Mar19 comment Is the variance of an Ito process strictly increasing? @ Only a Mirage : Well the middle term might be just an illusion (think about Itô's isometry). Best regards Mar18 awarded Popular Question Mar17 comment Strong Markov property of Bessel processes @ saz : a Markov process is not necessarily a strong Markov process, you have to show the property for all stopping times for this to be true, so you should add a little something to your so far nice proof. Best regards Mar17 reviewed Approve Is there a smart way to compute $\sum^{25}_{k=0}\binom {3000}{k} p^k (1-p)^{3000-k}$? Mar12 revised Covariance of Stochastic Differential Equation I have corrected the formalism of time dependence of the processes $X_t$ and $W_t$ into a more classical notation (a bit subjective though) Mar12 comment Covariance of Stochastic Differential Equation @ user56643 : You can even use the weaker than ITô's rule, stochastic integration by parts formula (for continuous semimartingale) ? Best regards Mar6 reviewed Approve Is there a primality test based on the sum of squares of the first $n$ natural numbers $\sum_{x = 1}^{n} x^2$? Mar5 comment Brownian bridge with multiple possible end values @ Ilya : I am not sure that a Markovian process with these features actually exists. My intuition tells me that for Markovian property to be included in such a process, this would entail that even at time $1-\epsilon$ you cannot tell for one path for sure which point the process will choose which I don't think is possible. I believe that at one point in time your process must know its way to the final point (even if it's a stopping time) so it can not be Markovian because one instant after that if Markovian and if path of both option coexist then you have forgotten what was decided about that