Dylan Zhu
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 Mar12 comment Learning about the gamma function. try google 'gamma function introduction pdf' Feb27 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.. Feb27 answered Stochastic in finance Feb27 asked A filtration with usual condition if the process is Càdlàg Feb27 revised Show $L$ is not a stopping time added 44 characters in body Feb27 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. Feb26 revised Show $L$ is not a stopping time edited body Feb26 revised Show $L$ is not a stopping time added 2 characters in body Feb26 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. Feb26 asked Show $L$ is not a stopping time Feb18 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. Feb10 comment how to compute this expectation value is that derivative should be differentiated under t not x? Feb10 awarded Critic Feb10 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? Feb10 revised how to compute this expectation value edited title Feb10 asked how to compute this expectation value Feb9 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 Feb9 comment How to work out this integral @D.L. yes, thank you, i correct it Feb9 revised How to work out this integral added 8 characters in body Feb9 accepted How to work out this integral