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Jun
28
reviewed Approve Minimal area of triangle
Jun
26
reviewed Approve Show that $\frac{(x^2 + y^2 )}{4} \leq e^{x+y-2}$
Jun
21
reviewed Approve Which relations are partial orders
Jun
19
reviewed Approve I have a 2x2 positive-semidefinite matrix. I am trying to find the equation of its elements.
Jun
16
comment Problem including SDE
@ James Green : Hi a few questions. What are your conditions over the function $a$, and how $W(s)$ is defined for $s\in (0,\delta)$ ? What meaning do you give to $\frac{dg(t,Y_{t})}{dY_{t}} = 0$ it appears to me that it doesn't have any proper meaning in the context of sde ? Best regards
Jun
16
revised Problem including SDE
minor typo correction
Jun
15
reviewed Approve Solving $ a(n+1) = a(n) + \frac{1}{a(n)}$ with $a(1) = 1 $
Jun
15
comment “The first time a continuous local martingale grows in absolute value beyond $n$” is a localizing sequence
@ Evan Aad : Regarding your proof (which is ok and much simpler than mine), I just wanted to say that I "tried" it but due to a confusion of mine I wasn't able to get to the result. The thing is, that I was conditioning on $X^{\tau_n}$ so the matter was more complex than conditioning with respect to $\mathcal{F}_s$ (which is the right to see the problem). Best regards
Jun
12
reviewed Approve Proving $\int_0^n \left(1-\frac{t}{n}\right)^n\ln(1/t)\,dt \to \gamma$
Jun
11
comment “The first time a continuous local martingale grows in absolute value beyond $n$” is a localizing sequence
@Even Adad : You are right what follows is only the proof of that fact. Best regards.
Jun
11
reviewed Approve Why is $2^{32}-1=(2+1)(2^2+1)(2^4+1)(2^8+1)(2^{16}+1)?$
Jun
11
answered “The first time a continuous local martingale grows in absolute value beyond $n$” is a localizing sequence
Jun
11
reviewed Approve Conflicting limit answers using calculator and wolfram alpha
Jun
9
revised Compute a conditional expectation with brownian motion
added 15 characters in body
Jun
9
answered Compute a conditional expectation with brownian motion
Jun
5
reviewed Approve Probability of intersection of sticks?
Jun
2
comment jump-diffusion hitting time
@ Vittorio Apicella : I don't think there is a closed form formula for this because the characteristic function doesn't look so good to me (maybe there might be some hope using some special functions but I am not versed enough in this of stuff to tell if it's worth the time), anyway by the Monte Carlo simulation it should be quite easy to get a good approximation in reasonable time. Best regards
May
22
comment Skorokhod vs Meyer zheng topology
@ user242387 : Please add definitions of those topologies in particular the Meyer-Zheng isn't widely known. Not giving enough context for the forum participants to understand your question will most probably result with no answer. Best regards.
May
21
reviewed Approve Distributive modulo?
May
18
comment why hull white model has normal distribution?
@ peter : adding to calculon's comment, if you look for Wiener Integral you will find all that you need to answer the question yourself. Best regards