Dylan Zhu
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# 35 Comments

 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? 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/… May7 comment Is this a Brownian motion yes, thanks. and can we calculate $\int_0^t B(s)ds$? and its expectation? 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 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. 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 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 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. 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 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? 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 comment How to work out this integral yes, but I only know when its double integral you can change it to polar coord. Jan28 comment How to calculate that series @imranfat sorry I correct that Jan12 comment Prove this RV converges in probability @Lost1 oops.... sorry i corrected it Oct14 comment Help me Verifying that the equation is integrable and finding its solution you could add tags (differential)geometry or curves