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Mathematics
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Adam
  • Member for 10 years, 8 months
  • Last seen more than 6 years ago
  • London, United Kingdom
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Top posts
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question
8
The Lévy-Khintchine formula and integrability conditions of a random measure
Aug 6, 2014
question
7
Using Girsanov theorem to prove density of stopping time
Feb 16, 2015
question
6
Prove identity in law for stochastic process driven by Brownian Motion
Feb 13, 2015
question
6
Reading list to master Numerical Analysis' research literature
Jun 2, 2015
question
5
Expectation of stochastic integrals related to Brownian Motion
Dec 31, 2013
question
5
Defining the scale function of a diffusion process
May 16, 2014
question
4
Expectation of $e^{-4B_\tau}$, where $\tau$ is an extended stopping time
May 19, 2014
question
4
Product of stochastic integral and brownian motion
Feb 4, 2015
question
4
Solution for SDE: $dF_t= \beta_t\left(F_t - \alpha\right)dW_t$
Mar 3, 2016
question
3
Quadratic covariation of Itô processes
Jan 12, 2014
Top network posts
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29
When does Luke's lightsaber first appear in the Star Wars saga?
8
Implications of shifting the lognormal model for forward rates from a probability perspective
8
Transforming 3M volatilities into 6M volatilities in EUR forecast curves
7
Practical implementation of Libor Market Model
6
Libor Market Model: numeraire change