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I like to do the math


Nov
18
comment How to solve an inverse of derivative ode
I think so @Raskolnikov
Nov
18
comment How to solve an inverse of derivative ode
No it's an inverse not a reciprocal
Nov
17
comment How to use binary search to find a function
I am not sure about your answer. The point is to get the function $\phi$ not the root of the equation.
Aug
20
comment Overflow and underflow of a probability value
@Eupraxis1981, let me add that it is a Monte carlo simulation
Aug
20
comment Overflow and underflow of a probability value
@Eupraxis1981, I am simulating a jump diffusion process, $P_i$ is the probability that the process (which is a pure diffusion between jumps) is above the barrier $\log(H)$ between jumps.
Aug
20
comment Overflow and underflow of a probability value
@ClaudeLeibovici, I am using matlab
Jul
16
comment How do I apply this maximum principle?
why is $-\max(\inf(-\phi),\inf(-f/b))\geq -\max(||\phi||_\infty,||f/b||_\infty)$?
Jul
14
comment How is conditional probability being used here?
@Did, This is how it is in the article. I have put a link to the problem.
Jul
13
comment Solving system of two linear odes
I don't seem to be able to get this solution to be in terms of $\lambda_{1,2}$ which is slightly different from $\alpha_{\pm}$. Can you help with that?
Jul
13
comment Solving system of two linear odes
why is $y_\pm(0)=y_0$? Remember $y_1(0)=y_2(0)=y_0$
Jul
10
comment How do I apply this maximum principle?
$\Gamma$ is the boundary of box $D$ without the top @par, $Lu=f$ is the differential equation satisfied by $u$.
Jul
4
comment How to determine the eigenvectors for this matrix
How are you getting v? Row operations give $\left( \begin{array}{ccc} 1 & -\frac{\beta}{\alpha+\lambda_i}\\ 0 & \frac{\alpha-K\lambda_i}{\beta} \end{array} \right)$ from which $v_2$ is zero
Jun
14
comment Distribution of minimum of independent normal variables
No that was not my question. I realised that I can use a different way and avoid it
May
30
comment How to establish a lower bound on this difference operator?
@LutzL, see the edit to see how far I got.
Apr
22
comment Hint in Proving that $n^2\le n!$
justify the "?" in your answer
Apr
22
comment Hint in Proving that $n^2\le n!$
how is this correct, you have used something that you are trying to prove
Apr
21
comment How to simplify the expression $(E \cup F)\cap(E \cup F^{c})$?
yes it's an intersection
Apr
16
comment Integrating the Gaussian kernel with absolute value
Thanks I have seen the steps
Apr
16
comment Integrating the Gaussian kernel with absolute value
I appreciate your help but I could you add more steps to in the integration process and how you use the erf.
Apr
15
comment Integrating the Gaussian kernel with absolute value
I understand how to split the integral, but if is make $z=-y$ in the second integral I get $\int_0^{\infty}ze^{-(\xi+z)^2/4t}$ which is different to the first integral