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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
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
Oct
13
comment The definition of Borel sigma algebra
yeah, i think i still dont know how can you make sure that b is close enough to y, that there wont be other irrationals between them...
Oct
13
comment The definition of Borel sigma algebra
could you please explain it a bit in detail?
May
10
comment Definition of product measure
yes, i dont know how is that integral come from
May
10
comment Definition of product measure
@MichaelGreinecker sorry, what is unclear here? The definition or my qustion?