User Julian Wergieluk - Mathematics Stack Exchange

bio	website	wergieluk.com
	location	Germany
	age
visits	member for	2 years, 9 months
	seen	May 18 at 14:06
stats	profile views	73

	166 reputation	bio	website	wergieluk.com	visits	member for	2 years, 9 months
8 badges		location	Germany		seen	May 18 at 14:06

6

20

votes

2

answers

155

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Patterns of the zeros of the Faulhaber polynomials (modified)

polynomials roots

mar 1 at 9:41 Gottfried Helms 7,217

3

7

votes

2

answers

274

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Kolmogorov Extension Theorem vs. Caratheodory Extension Theorem

jan 12 at 9:36 Martin 3,740

2

3

votes

2

answers

183

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Is every right continuous local martingale of finite variation constant?

stochastic-processes

sep 23 at 13:40 Nate Eldredge 22.4k

2

1

vote

1

answer

88

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Cylindrical sigma algebra and continuous functions.

functional-analysis probability-theory stochastic-processes metric-spaces

sep 23 at 14:19 Byron Schmuland 15.4k

1

0

votes

0

answers

72

views

How to transform a stochastic jump diffusion equation to a Levy stochastic differential equation?

differential-equations stochastic-processes stochastic-calculus

aug 7 at 16:10 Samatix 37

6

9

votes

3

answers

757

views

Can I apply the Girsanov theorem to an Ornstein-Uhlenbeck process?

probability-theory stochastic-processes brownian-motion

apr 20 '12 at 13:59 Kolmo 384

3

2

votes

1

answer

120

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Simulation of diffusion processes on the canonical space $C([0,t],\mathbb{R})$

stochastic-processes simulation

mar 22 '12 at 8:17 Stefan Hansen 8,573

1

2

votes

0

answers

130

views

Does every continuous time minimal Markov chain have the Feller property?

probability reference-request stochastic-processes markov-chains semigroups

feb 13 '12 at 2:04 Filippo 396

1

3

votes

1

answer

331

views

Independence and Conditional Expectations for three random variables, (How) does $X$ independent from $(Y,Z)$ imply $E(X/Y | Z)= E(X) E(1/Y|Z)$?

probability-theory measure-theory

jan 29 '12 at 11:29 Davide Giraudo 56.3k

1

2

votes

1

answer

291

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Optional quadratic variation and predictable quadratic variation

stochastic-processes

jan 25 '12 at 12:44 TheBridge 1,506

48

46

votes

10

answers

28

kviews

Fourier transform for dummies

fourier-analysis

apr 19 at 9:21 shahjh 1

2

5

votes

1

answer

405

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Quadratic Variation of Brownian Motion

stochastic-processes brownian-motion

dec 20 '11 at 22:19 TheBridge 1,506

1

6

votes

1

answer

245

views

Does Itō isometry have different versions?

probability-theory stochastic-processes stochastic-integrals

nov 3 at 11:59 saz 5,477

1

3

votes

1

answer

96

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Concentration of measure for local martingale

stochastic-processes martingales

feb 1 '12 at 20:14 Srivatsan 15.6k

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4

votes

3

answers

2

kviews

Sum and product of Martingale processes

stochastic-processes martingales

jan 19 '12 at 23:36 Srivatsan 15.6k

2

3

votes

1

answer

331

views

Exercises on stochastic calculus

reference-request stochastic-processes exercises-and-solutions

dec 18 at 2:45 Learner 3,339

1

vote

0

answers

49

views

Is this some type of convergence of stochastic processes?

reference-request stochastic-processes

nov 27 '11 at 17:43 Tim 8,122

1

3

votes

1

answer

69

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Why is the mollified process a semimartingale?

stochastic-processes martingales

jan 25 '12 at 20:15 Srivatsan 15.6k

1

4

votes

0

answers

337

views

First order variation and total variation of a function/stochastic process

real-analysis stochastic-processes

nov 26 '11 at 20:27 Davide Giraudo 56.3k

1

2

votes

1

answer

26

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Locally FV processes are FV processes

stochastic-processes

nov 28 '11 at 17:08 TheBridge 1,506

2

votes

1

answer

217

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First exit time

stochastic-processes stochastic-integrals

nov 24 '11 at 1:32 Did 103k

1

8

votes

1

answer

246

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A question about stochastic processes and stopping times

probability-theory stochastic-processes

nov 22 '11 at 12:38 Byron Schmuland 15.4k

1

vote

1

answer

78

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Sequences in $\mathcal{L}^p$ and dominated subsequences

measure-theory

nov 20 '11 at 5:59 Jonathan Gleason 1,917

1

2

votes

2

answers

128

views

Random variable on Lebesgue measure

probability-theory stochastic-processes

nov 18 '11 at 12:25 Ashok 745

2

5

votes

1

answer

82

views

Independent increments M-W

stochastic-processes

nov 17 '11 at 17:50 Ben Derrett 1,583

1

0

votes

1

answer

393

views

SDE and expectation of stopping time

probability-theory stochastic-processes

may 3 at 10:59 Community♦ 1

1

vote

1

answer

129

views

Decomposition (Compensator)

probability-theory stochastic-processes martingales

jan 26 '12 at 1:56 Srivatsan 15.6k

3

4

votes

1

answer

184

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Solution to the stochastic differential equation

probability-theory stochastic-processes stochastic-integrals

nov 8 '11 at 9:30 Ilya 14.2k

1

0

votes

4

answers

633

views

Tossing two indistinguishable dice/coins/whatever

probability-theory

sep 1 at 15:09 Michael Chernick 2,606

4

5

votes

3

answers

342

views

How to calculate $E[(\int_0^t{W_sds})^n], n \geq 2$

probability stochastic-processes probability-distributions

may 23 '12 at 16:34 Community♦ 1

Julian Wergieluk

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