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 Dec 9 comment martingale and filtration Yes I did Shai. But need better understanding of filtration in continuous-time martingale Dec 9 asked martingale and filtration Dec 8 accepted distribution of iid sequence of integrable random variables Dec 8 comment distribution of iid sequence of integrable random variables Yes, it uses conditional expectation and independence. Its not too difficult after all. Dec 7 asked distribution of iid sequence of integrable random variables Dec 7 comment How do I nominate someone? I would like to nominate Qiaochu Yuan and Arturo Magidin Dec 7 comment application of strong vs weak law of large numbers Can you give an example where weak law holds but strong law does not hold? Dec 7 asked application of strong vs weak law of large numbers Nov 11 accepted convergence of average of iid random variables Nov 11 asked convergence of average of iid random variables Nov 4 revised application of Ito's lemma added 144 characters in body; edited body Nov 4 asked application of Ito's lemma Nov 4 revised derivative of characteristic function added 166 characters in body Nov 4 comment convergence of sequence of random variables Wiki page mentions convergence in mean implies convergence in probability. Why is that? Nov 4 asked convergence of sequence of random variables Nov 4 asked derivative of characteristic function Oct 25 accepted sigma algebra generated by random variable Oct 25 comment combination of brownian motion Thanks. I have a stock price function that is a stochastic process (e.g. $S = S_0 + B_t$). Now I am interested in finding various option values over those stock prices which involves finding the expectation. So to find asian call value, I need to find $E(\frac{S_1+S_2}{2} - K)^+$ which requires finding the density function $B_1+B_2$ computed by differentiating the distribution function. Hope this makes sense. Oct 25 comment Lebesgue Dominated Convergence example Thanks Arturo. The function $f_n(x)$ converges to 0 as $n\to\infty$. So it converges point wise to 0. So the integral as $n\to\infty$ should evaluate to 0 by DCT. Oct 25 asked combination of brownian motion