Mathematics
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Richard
  • Member for 7 years, 8 months
  • Last seen more than 1 year ago
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101
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All Questions Answers
Score Newest
question
44
Density of first hitting time of Brownian motion with drift
Dec 5, 2014
answer
17
Integral of Brownian motion is Gaussian?
Dec 8, 2014
question
7
Brownian motion proof of Dirichlet problem
May 5, 2015
question
7
proving equalities in stochastic calculus
Dec 3, 2014
question
7
Continuous-time version of Fatou's lemma
Oct 5, 2014
question
5
show that the solution is a local martingale iff it has zero drift
Nov 23, 2014
question
5
Probability distribution of $\int_0^t \frac{W_s}{s} \,ds$
Apr 30, 2015
answer
5
Limit of the geometric sequence $\{r^n\}$, with $|r| < 1$, is $0$?
Dec 11, 2014
question
5
An open ball in $C[0, + \infty)$
Dec 27, 2015
question
5
Stability of periodic solution
Nov 6, 2015
Top network posts
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8
Integral-differential equation for forward rates
8
Stochastic control (HJB) for wealth process involving stopping times
6
Weak convergence in random measures
6
risk-neutral valuation implies no arbitrage?
5
arbitrage in Heston model

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