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Mar
18
asked How to calculate the Bouligand derivative (B-derivative)
Jan
19
asked Conditional expectation in continous markov chains
Nov
16
awarded  Notable Question
Sep
25
asked Analytic Jacobian for Newton method
Sep
6
awarded  Famous Question
Jun
10
asked How to do fixed point iteration with matrices?
Jun
2
revised What does it mean for a problem to be time-homogenous?
deleted 8 characters in body
Jun
2
revised Scaling in utility maximisation
added 3 characters in body
Jun
2
comment Scaling in utility maximisation
Yes you are right, there should be $w_t$ there.
Jun
2
comment Scaling in utility maximisation
I am not sure if at this stage $\mu>r$ matters. I am not sure though. You are right, it's Brownian motion see correction.
Jun
2
revised Scaling in utility maximisation
added 29 characters in body
Jun
2
asked What does it mean for a problem to be time-homogenous?
Jun
2
accepted Dual variable calculus
Jun
2
comment Dual variable calculus
I don't understand your second equality. Maybe you made a mistake.
Jun
2
asked Dual variable calculus
Jun
2
asked Scaling in utility maximisation
Apr
16
asked Finding the Jacobian of non square inverse matrix
Feb
24
accepted Proof of an inequality
Feb
24
asked Proof of an inequality
Dec
25
awarded  Popular Question