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As somebody used to say:

Does research. Smokes. Battles administration. Smokes. Wishes he could stop battling administration so that he could have more time to do research. Smokes some more.

The same. Except I do not smoke.


How to ask a good question?

This paragraph is for my personal use but freely available:

Welcome to Math.SE! Please, consider updating your question to include what you have tried and where you are getting stuck. That way, people on this site will know exactly what help you need.


Apr
19
revised Transforming a submartingale into a supermartingale
edited tags; edited tags
Apr
18
comment Prove the 2 definitions of the periodicity of Markov Chain are equivalent.
@ByronSchmuland +1. Excellent.
Apr
18
answered Epsilon-delta aproach to a differentiable function.
Apr
18
revised Determine the limit of $\frac{1}{n}\sum_{i =2}^n \frac{1}{\ln i}$ as $n \to \infty$
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Apr
18
comment Conditional expectation of a functional of an Itô's semimartingale under its equivalent martingale measure
You already said that and I already told you that I am sure you can adapt the example to cover this case. If you refuse to check that there is really no difference between $\kappa=0$ and $\kappa\ne0$ (for example, by a straightforward continuity argument...), this is up to you (but do not expect me to debunk your future tries as I did with the previous ones). Sorry.
Apr
18
comment Conditional expectation of a functional of an Itô's semimartingale under its equivalent martingale measure
Seriously? That the example in my answer shows that you are trying to prove a result which does not hold (note that in my post, $\mathbb P=\mathbb Q$).
Apr
18
comment Conditional expectation of a functional of an Itô's semimartingale under its equivalent martingale measure
Independent? Well well well...
Apr
18
answered Determine the limit of $\frac{1}{n}\sum_{i =2}^n \frac{1}{\ln i}$ as $n \to \infty$
Apr
18
comment Conditional expectation of a functional of an Itô's semimartingale under its equivalent martingale measure
Right, $X$ is a martingale, and? Why the 4th line? Of course, $E[X_1\mid X_t=x]=x$ but here you have $E[X_1Y\mid X_t=x]$ with either $Y=(X_T/X_1-\kappa)^+$ or $Y=E[(X_T/X_1-\kappa)^+\mid X_1]$. How you manipulate this is a mystery to me.
Apr
18
revised Probability that the absolute value of one random variable is less than the absolute value of another
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Apr
18
comment Conditional expectation of a functional of an Itô's semimartingale under its equivalent martingale measure
This is correct. And?
Apr
18
comment Polynomial Form for $f$ a Polynomial Such That $f(1)=0$
@Trancot This is becoming complicated... Next time, please advertise your question with some mention like "Not wanting an answer really, keen atypical insights only", this will save us all some time.
Apr
18
comment Conditional expectation on more than one sigma-algebra
+1. $ $ $ $ $ $
Apr
18
revised Why does the “typical” branch of $ \text{log}\ z $ have the property $ -\pi \lt Im(\text{log}\ z) = Arg\ z \lt \pi $?
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Apr
18
answered Show $\sum \frac{3^{2k+1}}{k^{2k}}$ converges
Apr
18
comment Conditional expectation of a functional of an Itô's semimartingale under its equivalent martingale measure
Why do you replace twice $X_1$ by $X_t=x$ in the identity defining $p(t,x)$?
Apr
18
answered $f_n\to f $ in $L^1$ $\implies$ $\sqrt{f_n}\to\sqrt{f}$ in $L^2$?
Apr
18
comment Almost surely convergence of a sequence with symmetric and independent random variables
JohnD: Do you plan to begin to accept answers sometime?
Apr
18
answered Why does the “typical” branch of $ \text{log}\ z $ have the property $ -\pi \lt Im(\text{log}\ z) = Arg\ z \lt \pi $?
Apr
17
answered Probability that the absolute value of one random variable is less than the absolute value of another