150 reputation
10
bio website
location Liverpool, United Kingdom
age 22
visits member for 1 year, 5 months
seen Jun 18 at 13:22

Undergraduat maths student.


Feb
27
comment A filtration with usual condition if the process is Càdlàg
@Did you sound like my tutor, yes its a homework and I have no idea, actually I want to delete this problem coz I suspect the problem is flaw..
Feb
27
answered Stochastic in finance
Feb
27
asked A filtration with usual condition if the process is Càdlàg
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.
Feb
26
revised Show $L$ is not a stopping time
edited body
Feb
26
revised Show $L$ is not a stopping time
added 2 characters in body
Feb
26
comment Show $L$ is not a stopping time
@GEdgar Thanks, your interpretation is really good, and I have noticed this problem, I just dont know how to write the proof.
Feb
26
asked Show $L$ is not a stopping time
Feb
18
comment Stuck on a relatively easy probability problem
Let's say 5 questions team D able to answer are question 1 to 5. The exam paper only contains 3 questions, then the problem becomes choose 3 questions from 20 that belongs to question 1 to 5.
Feb
10
comment how to compute this expectation value
is that derivative should be differentiated under t not x?
Feb
10
awarded  Critic
Feb
10
comment how to compute this expectation value
I have very limited experience for gamma function, could you give more detail how to do this trick?
Feb
10
revised how to compute this expectation value
edited title
Feb
10
asked how to compute this expectation value
Feb
9
comment Generalized Hölder inequality, the case when equality holds
for two functions $f,g$ , $p^{-1} + q^{-1}= 1$,and $f \in \mathcal L^p (\mu), g\in \mathcal L^q (\mu)$. Then the equality holds iff ${|f|^p \over ||f||_p^p}={|g|^q \over ||g||_q^q} a.e.$, hope this is helpful
Feb
9
comment How to work out this integral
@D.L. yes, thank you, i correct it
Feb
9
revised How to work out this integral
added 8 characters in body
Feb
9
accepted How to work out this integral
Feb
9
comment How to work out this integral
yes, but I only know when its double integral you can change it to polar coord.