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"The same past data can confirm a theory and its exact opposite! If you survive until tomorrow, it could mean that either a) you are more likely to be immortal or b) that you are closer to death."


Mar
12
awarded  Scholar
Mar
12
accepted Integrating the difference of brownian motion
Mar
12
awarded  Student
Mar
12
asked Integrating the difference of brownian motion
Mar
2
comment Differential of the integral of a stochastic process
Hmm okey. Not entirely sure how it applies when I don't have the $\partial$-term. Can I just "multiply" by it to get rid of it (in the Leibniz Integral Rule). And I differentiate w.r.t to t, so my function is a(t)=t, and b(t) = T, i.e. not depending on t, thus that term will not enter?
Mar
1
asked Differential of the integral of a stochastic process
Feb
21
revised Finding dynamics of a dividend paying stock under arbitrary numeraire
added 148 characters in body
Feb
20
asked Finding dynamics of a dividend paying stock under arbitrary numeraire
Feb
5
awarded  Tumbleweed
Jan
29
asked Defining the Radon-Nikodym as a solution to an SDE
Jan
8
awarded  Editor
Jan
8
revised Countermonotonicity and minimum linear correlation coefficient
added 2 characters in body
Jan
7
asked Countermonotonicity and minimum linear correlation coefficient
Nov
27
answered Expectation and Variance of Conditional Sum (using formal definition of conditional expectation)