Dylan Zhu
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 Sep24 awarded Autobiographer Jul2 awarded Curious May10 comment Independence of stochastic process $(dB_1t)(dB_2t)$=0? Many thanks @saz . the condition you gave for the martingale is certainly right, but in my exam (stochastic for finance) my tutor only ask me to show $\Bbb E[X(t)]=X(0)$, it is a necessary condition for sure, but i doubt it is not sufficient to prove $X(t)$ is martingale, is it? May9 revised Independence of stochastic process $(dB_1t)(dB_2t)$=0? added 544 characters in body May9 revised Independence of stochastic process $(dB_1t)(dB_2t)$=0? edited title May8 revised Independence of stochastic process $(dB_1t)(dB_2t)$=0? edited title May8 comment Independence of stochastic process $(dB_1t)(dB_2t)$=0? OK, I see there is a definition in this question: math.stackexchange.com/questions/22360/… May8 asked Independence of stochastic process $(dB_1t)(dB_2t)$=0? May8 awarded Citizen Patrol May7 comment Is this a Brownian motion yes, thanks. and can we calculate $\int_0^t B(s)ds$? and its expectation? May7 asked Is this a Brownian motion May6 asked Expectation of this stochastic process May6 comment What is this Space called? thanks, Im just wondering, because when my tutor told me he didnt say what this space called, and it reminds me L^p space p=2 its quite similar. May6 comment What is this Space called? @NateEldredge Yes May6 asked What is this Space called? Mar18 revised What is the meaning of Common Support here added 45 characters in body Mar18 asked What is the meaning of Common Support here Mar13 comment How to understand this equation for brownian motion the expected density at x at time t+$\tau$ ? Mar13 comment How to understand this equation for brownian motion @TheBridge yes, I think you're correct. I think this is expectation, I kinda figure it out. Mar13 asked How to understand this equation for brownian motion