User Calculon

19 votes

Accepted

Why do positive definite symmetric matrices have the same singular values as eigenvalues?

answered Jul 15, 2014 at 6:08

12 votes

Local martingale is locally uniformly integrable martingale?

answered Jun 18, 2015 at 8:40

10 votes

Accepted

prove that Doléans-Dade exponential is a local martingale

answered Jun 26, 2016 at 20:43

9 votes

Application of Doob's inequality

answered Jan 29, 2016 at 15:03

9 votes

Why do we know that $\left\{\lvert X_n-X\rvert >\epsilon\right\}$ is an event?

answered Jun 18, 2015 at 14:44

7 votes

Accepted

When does $Ax=b$ have any solutions?

answered Jul 18, 2014 at 8:55

7 votes

Physical meaning of norm of a matrix

answered Aug 11, 2014 at 4:58

6 votes

fit sine wave to data

answered Aug 18, 2014 at 18:05

5 votes

Accepted

What is $\int x! $ $ dx$?

answered Aug 28, 2014 at 9:19

5 votes

Accepted

Deriving Geometric Brownian Motion's solution?

answered Jul 21, 2014 at 15:00

5 votes

Accepted

Prove that a symmetric distribution has zero skewness

answered Apr 19, 2015 at 13:36

5 votes

Quadratic Variation of Quadratic Variation

answered Jul 15, 2015 at 14:20

5 votes

Accepted

writing a piecewise regression model as a linear model

answered Nov 7, 2015 at 12:14

4 votes

Accepted

Normalized hit times of a simple RW converge in distribution to hit times of standard Brownian Motion

answered Aug 3, 2015 at 7:31

3 votes

Sufficient conditions for a stochastic process to be continuous?

answered Jul 9, 2015 at 12:32

3 votes

Accepted

Using the dominated convergence theorem to bound the integral of a random variable

answered Jul 16, 2015 at 14:46

3 votes

Accepted

Itô symmetry for elementary predictable stochastic processes

answered Jul 7, 2015 at 12:28

3 votes

Accepted

Notation in stochastic integrals

answered Jul 8, 2015 at 13:28

3 votes

Integral of time with respect to Brownian motion

answered Mar 20, 2015 at 15:01

3 votes

Accepted

$\mathbb E[\mathbb E(X|Y, Z)|Y]$ or $\mathbb E\{\mathbb E[(X|Y)|Z]\}$?

answered Aug 18, 2014 at 8:37

3 votes

Accepted

Uniform integrability of stopped martingale

answered Jul 11, 2015 at 13:42

3 votes

Explaining a simple observation on Terry Tao's blog about the Wiener process

answered Mar 13, 2016 at 10:29

3 votes

Accepted

Show $\frac{\sum_{i=1}^{n} A_i}{\sqrt{\sum_{j=1}^{n} A_j^2}}\rightarrow N(0,1)$ in distribution.

answered Nov 1, 2016 at 8:57

3 votes

Accepted

Find the variance of $Y$ where we are given the density $f_X(x)$

answered Nov 8, 2016 at 16:56

3 votes

Accepted

Quick way for the expected first hitting time for a 2D Brownian Motion

answered Feb 6, 2019 at 10:56

3 votes

Accepted

Fubini's Theorem on Ito's integral?

answered Dec 16, 2019 at 11:58

2 votes

Evaluate the price of asset in log Black and Scholes model

answered Nov 24, 2020 at 17:41

2 votes

What is the tail $\sigma$-field?

answered Apr 12, 2019 at 8:16

2 votes

Accepted

Karatzas and Shreve use of the localization technique to prove convergence in probability of the quadratic sum of $X$ to $\langle X \rangle_t$.

answered Dec 9, 2019 at 18:55

2 votes

Accepted

Proving $\frac{\sqrt{n}(S_n^2-\sigma^2)}{\sqrt{u_2-\sigma^4}}\rightarrow N(0,1)$ in distribution

answered Nov 1, 2016 at 14:20

Stack Exchange Network

117 Answers

Why do positive definite symmetric matrices have the same singular values as eigenvalues?

Local martingale is locally uniformly integrable martingale?

prove that Doléans-Dade exponential is a local martingale

Application of Doob's inequality

Why do we know that $\left\{\lvert X_n-X\rvert >\epsilon\right\}$ is an event?

When does $Ax=b$ have any solutions?

Physical meaning of norm of a matrix

fit sine wave to data

What is $\int x! $ $ dx$?

Deriving Geometric Brownian Motion's solution?

Prove that a symmetric distribution has zero skewness

Quadratic Variation of Quadratic Variation

writing a piecewise regression model as a linear model

Normalized hit times of a simple RW converge in distribution to hit times of standard Brownian Motion

Sufficient conditions for a stochastic process to be continuous?

Using the dominated convergence theorem to bound the integral of a random variable

Itô symmetry for elementary predictable stochastic processes

Notation in stochastic integrals

Integral of time with respect to Brownian motion

$\mathbb E[\mathbb E(X|Y, Z)|Y]$ or $\mathbb E\{\mathbb E[(X|Y)|Z]\}$?

Uniform integrability of stopped martingale

Explaining a simple observation on Terry Tao's blog about the Wiener process

Show $\frac{\sum_{i=1}^{n} A_i}{\sqrt{\sum_{j=1}^{n} A_j^2}}\rightarrow N(0,1)$ in distribution.

Find the variance of $Y$ where we are given the density $f_X(x)$

Quick way for the expected first hitting time for a 2D Brownian Motion

Fubini's Theorem on Ito's integral?

Evaluate the price of asset in log Black and Scholes model

What is the tail $\sigma$-field?

Karatzas and Shreve use of the localization technique to prove convergence in probability of the quadratic sum of $X$ to $\langle X \rangle_t$.

Proving $\frac{\sqrt{n}(S_n^2-\sigma^2)}{\sqrt{u_2-\sigma^4}}\rightarrow N(0,1)$ in distribution