Calculon's user avatar
Calculon's user avatar
Calculon's user avatar
Calculon
  • Member for 9 years, 9 months
  • Last seen this week
20 votes
Accepted

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

12 votes

Local martingale is locally uniformly integrable martingale?

10 votes

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

10 votes
Accepted

prove that Doléans-Dade exponential is a local martingale

9 votes

Application of Doob's inequality

7 votes
Accepted

When does $Ax=b$ have any solutions?

7 votes

Physical meaning of norm of a matrix

6 votes

fit sine wave to data

5 votes
Accepted

Deriving Geometric Brownian Motion's solution?

5 votes
Accepted

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

5 votes
Accepted

Prove that a symmetric distribution has zero skewness

5 votes

Quadratic Variation of Quadratic Variation

5 votes
Accepted

writing a piecewise regression model as a linear model

4 votes
Accepted

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

4 votes
Accepted

Uniform integrability of stopped martingale

3 votes
Accepted

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

3 votes

Sufficient conditions for a stochastic process to be continuous?

3 votes
Accepted

Itô symmetry for elementary predictable stochastic processes

3 votes
Accepted

Notation in stochastic integrals

3 votes

Integral of time with respect to Brownian motion

3 votes
Accepted

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

3 votes
Accepted

How to approximate an AR(1) with an Ornstein-Uhlenbeck Process

3 votes

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

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.

3 votes
Accepted

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

3 votes
Accepted

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

3 votes
Accepted

Fubini's Theorem on Ito's integral?

2 votes

Evaluate the price of asset in log Black and Scholes model

2 votes

What is the tail $\sigma$-field?

2 votes
Accepted

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