Stojan Jovanović

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age 26
visits member for 1 year, 2 months
seen Mar 4 at 12:59

Jul
28
answered Does the domain of the generator of an Ito diffusion contain $C^2$ or just $C_c^2$?
Jul
27
revised Integration by part formula in Malliavin Calculus
edited body
Jul
27
revised Integration by part formula in Malliavin Calculus
added 345 characters in body
Jul
27
answered Integration by part formula in Malliavin Calculus
Jun
15
comment Relationship between an inhomogeneous Poisson process and Markov chain
Well, the reasoning was sort of independent of the form of $\lambda(t)$, so the answer would be the same, I guess...
Jun
15
awarded  Teacher
Jun
15
answered Relationship between an inhomogeneous Poisson process and Markov chain
May
24
comment Multidimensional infinitesimal generator of a jump-diffusion
True...I'll think about this - thank you very much, though!
May
22
awarded  Supporter
Feb
8
revised Multidimensional infinitesimal generator of a jump-diffusion
added 504 characters in body
Feb
8
asked Multidimensional infinitesimal generator of a jump-diffusion
Feb
6
comment Conditional independence of components of an $n$-dimensional Hawkes process
Correct me if I'm wrong, but what you're talking about only works if $\lambda_{i}(t)$ is deterministic (or $\mathcal{H}_{0}$-measurable). Then, by Watanabe's characterization theorem, it's a doubly stochastic Poisson process. There is no such assumption here.
Feb
6
awarded  Editor
Feb
6
revised Conditional independence of components of an $n$-dimensional Hawkes process
added 13 characters in body
Feb
5
awarded  Student
Feb
5
asked Conditional independence of components of an $n$-dimensional Hawkes process