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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
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Mar
18
asked What is the meaning of Common Support here
Feb
27
answered Stochastic in finance
Feb
27
revised Show $L$ is not a stopping time
added 44 characters in body
Feb
27
comment Show $L$ is not a stopping time
Thanks guys, I did miss something I think is not so important, which is $B \in \mathcal B$, and in a book it said L is not a stopping time unless $A$ is freaky. Thats all the information it provided. And I am not so sure what 'freaky' means here.