150 reputation
11
bio website
location Liverpool, United Kingdom
age 22
visits member for 1 year, 8 months
seen Jun 18 at 13:22

Undergraduat maths student.


Sep
24
awarded  Autobiographer
Jul
2
awarded  Curious
May
10
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?
May
9
revised Independence of stochastic process $(dB_1t)(dB_2t)$=0?
added 544 characters in body
May
9
revised Independence of stochastic process $(dB_1t)(dB_2t)$=0?
edited title
May
8
revised Independence of stochastic process $(dB_1t)(dB_2t)$=0?
edited title
May
8
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/…
May
8
asked Independence of stochastic process $(dB_1t)(dB_2t)$=0?
May
8
awarded  Citizen Patrol
May
7
comment Is this a Brownian motion
yes, thanks. and can we calculate $\int_0^t B(s)ds$? and its expectation?
May
7
asked Is this a Brownian motion
May
6
asked Expectation of this stochastic process
May
6
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.
May
6
comment What is this Space called?
@NateEldredge Yes
May
6
asked What is this Space called?
Mar
18
revised What is the meaning of Common Support here
added 45 characters in body
Mar
18
asked What is the meaning of Common Support here
Mar
13
comment How to understand this equation for brownian motion
the expected density at x at time t+$\tau$ ?
Mar
13
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.
Mar
13
asked How to understand this equation for brownian motion