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answered What is a good book for learning Stochastic Calculus?
Aug
25
comment Expected value of distance between independent Brownian motions
Thanks for the help!
Aug
25
accepted Expected value of distance between independent Brownian motions
Aug
25
asked Expected value of distance between independent Brownian motions
Aug
20
comment Expectation of exponential of integral of absolute value of Brownian motion
I mean, I have $t$ dependence, but can scale the $[0,t]$ integral to $[0,1]$ and have something like your $Y$.
Aug
20
comment Expectation of exponential of integral of absolute value of Brownian motion
Also, your $Y_t$ should just be a $Y$ (there's no $t$ dependence)
Aug
20
comment Expectation of exponential of integral of absolute value of Brownian motion
I actually just came across that paper. Yes, it's not pretty, but this is what I will try. Thanks for your input!
Aug
20
asked Expectation of exponential of integral of absolute value of Brownian motion
Aug
13
asked What can you tell me about backward Brownian motion?
Jul
6
comment Is there a Gronwall-type lower bound inequality?
Oh, I guess so. Thanks!
Jul
6
asked Is there a Gronwall-type lower bound inequality?
Feb
24
comment How can I prove that $\sum_{n=1}^\infty \frac{1}{n(n+1)} = 1$?
Your solution bugs me because it reminds me of this: $$ \sum_{n=1}^{\infty}(-1)^n = -1+1-1+1-1+\cdots = (-1+1)+(-1+1)+(-1+1)+\cdots = 0+0+0+\cdots = 0. $$
Feb
22
comment There aren't non-holomorphic polynomials, right?
Yeah, that's what I thought. It reminds me of my first Spanish class in which I learned that I didn't need to say "Yo tengo..." since "Tengo..." was sufficient, and that the "Yo" maybe was just overemphasizing the statement.
Feb
22
asked There aren't non-holomorphic polynomials, right?
Jan
3
awarded  Yearling
Dec
19
awarded  Constituent
Dec
9
awarded  Caucus
Nov
30
answered Derivatives 1, 2 and 3 and limits
Nov
20
accepted When Jensen's inequality is equality
Nov
20
answered When Jensen's inequality is equality