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Jun Deng

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138 reputation
bio website visits member for 2 years, 2 months
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location seen Jun 16 '11 at 2:58
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3 Questions

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How to calculate $E[(\int_0^t{W_sds})^n], n \geq 2$
4
Is this a martingale?
3
Does this make sense $\aleph_0+\aleph_1+\aleph_2$?

138 Reputation

+75 Interpretation of sigma algebra
+5 Is this a martingale?
+25 How to calculate $E[(\int_0^t{W_sds})^n], n \geq 2$
+5 Does this make sense $\aleph_0+\aleph_1+\aleph_2$?
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1 Answer

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Interpretation of sigma algebra

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stochastic-processes × 3
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set-theory
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measure-theory × 2
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probability
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probability-theory
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probability-distributions
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stochastic-integrals
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martingales

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Mathematics Stack Exchange Mathematics 138 rep 6

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