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Feb
6
comment Integral of Brownian motion is Gaussian?
This is the "stochastic Fubini theorem" or "Fubini's theorem for stochastic integrals."
Jan
28
awarded  Curious
Jan
27
accepted How does a change of measure affect covariance?
Jan
27
comment How does a change of measure affect covariance?
Thanks for the example! And because the space is discrete, it's easy to verify that each measure is absolutely continuous with respect to each other.
Jan
27
asked How does a change of measure affect covariance?
Jan
26
comment Measure Theory Book for My Background / Need
It does do measure theory--at least the fundamentals. It does it very well, in my opinion. I would recommend starting here.
Jan
26
comment Measure Theory Book for My Background / Need
Because you mentioned probability theory, you could look at "First Look at Rigorous Probability Theory" by Rosenthal. This will teach you the measure theoretic probability theory that you'll need for grad school.
Dec
19
awarded  Constituent
Dec
17
comment Geometrical interpretation of an overidentified linear system
This would be a great question for economics.stackexchange.com
Dec
8
awarded  Caucus
Dec
5
comment Can a symmetric equilibrium yield superior social welfare in a symmetric game?
Yeah, if the proposition turns out to be true, its definitely worth discussing. Also, don't hesitate to put the handling of the math on EC.SE if you want to.
Dec
5
awarded  Autobiographer
Dec
3
comment Can a symmetric equilibrium yield superior social welfare in a symmetric game?
If you're interested, you could consider posting questions like these on economics.stackexchange.com
Nov
6
awarded  Yearling
Jun
4
comment The potential function of Prisoner's Dilemma
I'm not sure what you mean by potential. The numbers here refer to the length of the sentence, e.g. years in prison. So, each player wants to minimize what they get.
May
12
comment How do we determine the saddle point in game theory?
Yeah, that's backwards.
Apr
1
accepted Variance of Martingale Difference Sequence
Apr
1
comment Variance of Martingale Difference Sequence
Agh. I'm sorry, I should have seen that. Thanks for the help.
Apr
1
asked Variance of Martingale Difference Sequence
Mar
21
comment Strictly Convex and Strictly Monotonic Preferences
And no problem. If you're satisfied with the answer (and the answer of the other question), just be sure to press "accept". ;) Thanks!