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Apr
15
comment Are all smooth functions bounded?
I'd change the first line as Not all smooth functions are bounded.
Apr
10
revised What distinguishes the Measure Theory and Probability Theory?
added 1 character in body
Apr
10
awarded  Nice Question
Apr
8
accepted Characterization of pre-orders
Apr
1
comment How the Ornstein–Uhlenbeck process can be considered as the continuous-time analogue of the discrete-time AR(1) process?
@Richard seems to be the case
Mar
18
accepted Stochastic dominance characterization
Mar
17
comment Stochastic dominance characterization
I'm reading through it, but actually $f^*$ does not have to be a constant if no such $x,y,z$ exist: it can take just two values. Not that it matters here though.
Mar
17
asked Stochastic dominance characterization
Mar
17
awarded  Popular Question
Mar
16
answered Help in understanding solution of an expected value problem
Mar
16
answered Infinite$-$state absorbing Markov chains
Mar
16
answered What is the distribution function of a measure? (in general case)
Mar
16
comment Measures which are absolutely continuous with respect to a Riemannian measure
@PhoemueX: I think you shall post this as an answer. Perhaps also worth pointing out, that it does not matter whether $m_g$ is generated by the volume form, or in fact any $\sigma$-finite measure on any measurable space.
Mar
16
answered Is the sigular part of Lebesgue decomposition concentrated on a Borel subset?
Mar
12
accepted Pushforward/image outer measure
Mar
10
comment Complete “Macroscopic” Measure
Do you know what happens if you replace $\infty$ with $\mu(X)$ in your macroscopic definition, and $\mu$ happens to be a finite positive measure?
Mar
10
answered There is only one interesting measure space
Mar
10
answered Is the pushforward measure a categorical-theoretic pushout?
Mar
9
comment $\mathbb R = X^2$ as a Cartesian product
Just noticed that haven't upvoted your answer previously. It's a good occasion to do that now :)
Mar
5
comment Brownian bridge with multiple possible end values
I thought of this kind of mixture, but it does not seem to be Markov given its natural filtration.