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1d
comment Predictable process with stopping time
@ Jare : What is the definition of the predictable sigma algebra ? Hint : wouldn't it be defined by involving left continuous process ?
1d
comment Convergence in $L^2(\Omega\times (0,T))$
Are you sure there are no more assumptions over the sequence $h_i$, this question seems to have deep connection with Malliavin calculus unless mistaken ? Best regards
Oct
17
answered Integrated Brownian motion: independent stationary increments?
Oct
16
reviewed Reject suggested edit on Distribution of roots of complex polynomials
Oct
16
reviewed Approve suggested edit on Proof formula with induction
Oct
16
reviewed Approve suggested edit on How many players needed for the game to have the highest probability of finishing the fastest?
Oct
16
answered Progressively Measurable for Rigth Continuous Adapted Processes
Oct
13
reviewed Approve suggested edit on Closed or open subsets of $C[a,b]$?
Oct
9
reviewed Approve suggested edit on Integral of Wiener Process and Central Limit Theorem
Oct
9
revised Subset and optional times
added 12 characters in body
Oct
9
answered Subset and optional times
Oct
5
reviewed Approve suggested edit on Equivalence Class Question
Oct
5
reviewed Approve suggested edit on Bearings and distances
Oct
5
comment Subordination of a Levy process when the “subordinator” is not nondecreasing
@ John : There might be a little confusion as Subordinators are Lévy processes that are required to be non decreasing (almost surely).Moreover to apply the time change it is necessary that the subordinator be positive at 0 for the process $X_Z$ to be defined. Best regards
Oct
3
comment Martingality Theorem: Solving expectation of a stochastic integral
@Byron Schmuland : Thx for editing my post. Best regards.
Oct
3
revised Martingality Theorem: Solving expectation of a stochastic integral
added 689 characters in body
Oct
2
reviewed Approve suggested edit on Finding $E(X \mid X > Y )$ when $X, Y \sim N(0,1)$
Oct
2
reviewed Approve suggested edit on Topology, metric spaces, equivalence of metric spaces
Oct
1
comment Covariance of m-fold integrated Wiener process
I think you are almost done but first there must be typo on the bounds of the integral and second you don't need expectation operator now because everything is deterministic. Best regards
Oct
1
comment Covariance of m-fold integrated Wiener process
Have you tried to use Itô's isometry ?