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.


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
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
7
comment Is this a Brownian motion
yes, thanks. and can we calculate $\int_0^t B(s)ds$? and its expectation?
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
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
12
comment Learning about the gamma function.
try google 'gamma function introduction pdf'
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
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
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
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
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
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
comment How to work out this integral
yes, but I only know when its double integral you can change it to polar coord.
Jan
28
comment How to calculate that series
@imranfat sorry I correct that
Jan
12
comment Prove this RV converges in probability
@Lost1 oops.... sorry i corrected it
Oct
14
comment Help me Verifying that the equation is integrable and finding its solution
you could add tags (differential)geometry or curves