313 reputation
111
bio website wergieluk.com
location Germany
age
visits member for 4 years, 4 months
seen 11 hours ago

1d
awarded  Tumbleweed
Dec
14
awarded  Organizer
Dec
14
revised Explain the result of this urn problem?
removed unrelated tags
Dec
14
suggested approved edit on Explain the result of this urn problem?
Dec
9
comment Notation for intersection of functions
Yes, but the question is, is there an established notation / symbol for that? Something like $f \cap g$.
Dec
9
comment Probability of a zero product given one previous zero product
$v$ and $w$ have different dimensions and their inner product is not well-defined.
Dec
9
asked Notation for intersection of functions
Dec
9
asked Approximation of ordering functions
Oct
15
awarded  Yearling
Oct
15
comment A question on semi-martingale and its variations
Poisson process is a semimartingale. Generally, a semimartingale can be represented as a sum of a local martingale and a finite-variation process. This the Bichteler-Dellacharie theorem: almostsure.wordpress.com/2011/03/28/…
Oct
15
revised A question on semi-martingale and its variations
added 1 character in body
Oct
15
answered A question on semi-martingale and its variations
Oct
15
comment Zero mean but not a martingale
Also, an example of a stationary martingale is the constant process $X$ with $X_t = 0$.
Oct
15
comment Zero mean but not a martingale
The last sentence is not correct. Standard Brownian Motion $(B_t)_{t\geq 0}$ is a martingale with $E B_t = 0$ for all $t$.
Oct
13
comment Problems about the upcrossing lemma.
$H_4=1$ because $X_3<a$ and we start investing. But $H_4$ is set at time $n=3$.
Oct
13
comment Problems about the upcrossing lemma.
Profit at time $n$ is $H_n ( X_n - X_{n-1})$, and $H_n$ is the amount traded at time $n-1$. $H_n$ is previsible and therefore known at time $n-1$.
Apr
28
awarded  Popular Question
Nov
19
comment How to put 9 pigs into 4 pens so that there are an odd number of pigs in each pen?
You put 3 pigs into first 3 pens, and remaining 6 pigs into the fourth pen. Then you crawl into the fourth pen.
May
15
awarded  Caucus
Mar
11
comment What are $C_b^2 (\mathbb R)$ and $C^{2,1} (\mathbb R × \mathbb R^+ )$?
What are the functions $a$ and $b$ for?