Dylan Zhu
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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?