math-finance masters student at NYU, prospective PhD student. Also enjoy programming, music, and physics.
2 How the Ornstein–Uhlenbeck process can be considered as the continuous-time analogue of the discrete-time AR(1) process? nov 18 '14
1 Leibniz Rule applied to Brownian integral aug 5 '13
0 Testing for Linear Independence/rank mod m aug 1 '14
0 Trace and transformations of a matrix nov 3 '14
0 non-integer powers of transition matrices with complex eigenvalues and resulting negative probabilities jan 23