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17h
reviewed Approve suggested edit on Proof for a Z transform
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comment Clark-Ocone Formula
I am not so sure about theoretical results that are implied by Clark Ocone's Formula, I would say its main interest is to give a precise formulation to the martingale representation theorems that are available and which are "not " "constructive" results. In this regard it is an accomplishment of its own and it is not applicable to the only field of finance, the condition though is to be able to determine the Malliavin derivative ant is conditional expectation. Best regards
Apr
19
reviewed Approve suggested edit on Is there any motivation for the direct sum?
Apr
17
reviewed Approve suggested edit on Rational quartic curve in $\mathbb P^3$
Apr
17
reviewed Approve suggested edit on Joint pdf random variables
Apr
17
reviewed Approve suggested edit on Vector Calculus problem
Apr
7
reviewed Approve suggested edit on Proof of the Catalan number formula using Dyck walks
Apr
5
reviewed Approve suggested edit on Calculating Grobner Bases
Apr
5
reviewed Approve suggested edit on Minimal prime ideals consist of zerodivisors
Apr
4
reviewed Approve suggested edit on The measure of a rotated 1-dimensional null set
Apr
3
reviewed Approve suggested edit on how to solve x in $2x^4-3x^2+1=0$?
Apr
3
reviewed Approve suggested edit on How to integrate$\int(z/(2-z))dz$?
Apr
2
comment An exercise from Revuz, Yor; equality in distribution of 2 integrals.
@ Sinusx: You should probably start by analysing the term $C_{1-t}$ to express it in another way. Best regards
Mar
31
comment Girsanov's theorem and simulation of bond prices
@ nothesharpestknife : IMO you should ask this question at the quant stack exchange quant.stackexchange.com Regards
Mar
28
reviewed Approve suggested edit on Find min and maxima
Mar
28
reviewed Approve suggested edit on Tree Diagrams Probability
Mar
24
reviewed Approve suggested edit on Height unmixed ideal and a non-zero divisor
Mar
22
comment Geometric Brownian motion - Volatility Interpretation
@ Tom : Hi I think that this question would be more appropriate in the quant stack exchange forum. Now the answer I think has to do with the fact that this $\sigma^2$-term makes the discounted process $S_t$ a martingale. Best regards.
Mar
22
comment $X$ is a random variable which is measurable with respect to $\mathcal{F}_\infty$
@ Stephen Montgomery-Srr : The hint is a bit confusing, maybe you could consider rephrasing it. Best regards.
Mar
22
reviewed Approve suggested edit on Eigenvalues and polynomials