PhD student in Electrical Engineering at UFMG, my research interests are stochastic differential equations and Bayesian inference.
5 How to run this matlab code? Aug 13 '13
3 ito vs Stratonovich Feb 5 '14
1 Proof that $E[\exp(|A|)] \leq \exp(\delta) + \exp(\delta)P(|A|>\delta) + \int_\delta^\infty\exp(x)P(|A|>x)dx$ Aug 16 '13
1 Proof that the image of an Itō integral is convex if the driving Wiener process is in a metric ball Feb 5 '14
1 “Multivariate” Markov Chains Feb 5 '14