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Conrado Costa
  • Member for 7 years, 3 months
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  • rio de janeiro
7 votes
0 answers
152 views

How the Brownian motion escapes the minimum? A question based on the Lecture notes from Zeitouni on RWRE

6 votes
0 answers
287 views

How to compute the exit probabilities for a random walk? a question concerning a typo on sinai's paper

6 votes
2 answers
1k views

Why do we need progressive measurability in the approximation of process by simple functions?

6 votes
1 answer
912 views

How do we solve the laplace transform of the Heat Kernel?

5 votes
1 answer
4k views

Lax-Milgram theorem on Evans. If the mapping is injective why do we need to prove uniqueness again?

5 votes
1 answer
150 views

Using Ito theory to decide whether $M^f$ is martingale or a local martingale

5 votes
2 answers
299 views

How to compute $\int_0^\infty e^{-a(s^2+1/s^2)}\, ds$

4 votes
1 answer
157 views

How do we take the Frechet derivative here? A question concernig a paper on the Kuramoto model

4 votes
0 answers
134 views

Brownian motion and associated martingales

4 votes
0 answers
140 views

Given $g$ find an $f$ which is solution for $L f = g$. How do I do this?

4 votes
1 answer
143 views

On the proof of lemma 1.2.4 of Stroock and Varadhan A question concerning stopping times

3 votes
0 answers
477 views

Charaterize the $\mathcal{F}_\tau$ a sigma algebra for the stopping time $\tau$

3 votes
0 answers
187 views

Reflection principle in the proof of the distribution of $M_t - W_t$ (Brownian motion)

3 votes
2 answers
704 views

Separation of variables and complex numbers

3 votes
1 answer
125 views

Trouble connecting pieces of proof in Kesten's seminal paper on Sinai's random walk

3 votes
0 answers
132 views

Why is this function the fundamental solution of the heat equation? A question concerning a paper from Strook and Varadhan

3 votes
1 answer
138 views

$dZ_t = Z_t X_t \, dW_t$ is this Processes a martingale?

3 votes
1 answer
53 views

Random variables in non separable espaces ( a question from Ethier & Kurtz 1986 pg 128)

3 votes
0 answers
24 views

Conditional probability, a question concerning Kipnis and Cocozza paper from 1977

2 votes
0 answers
117 views

Why is this semigroup not strongly continuous on $C(\mathcal{E})$?

2 votes
0 answers
220 views

How to take the Fourier transform of this distribution?

2 votes
1 answer
1k views

On the derivation of the backward Kolmogorov equation

2 votes
0 answers
54 views

On karatzas Definition of Kolmogorov-Feller diffusions

2 votes
1 answer
180 views

Having trouble in an exercice on Large Deviations.

2 votes
2 answers
58 views

How to derive the block differential equations for Wright–Fisher diffusion on the hierarchical model.

2 votes
0 answers
63 views

How do we conclude that $h_c$ is non decreasing? A question concernig a paper from Varadhan (2003)

2 votes
1 answer
128 views

One dimensional martingale is recurrent?

2 votes
0 answers
108 views

A (possibly) wrong statement in Sinai's paper about random walks in random environments

2 votes
0 answers
171 views

How to compute the expected exit time of a simple random walk? A question concerning a typo in Sinai's paper

2 votes
0 answers
89 views

Computing the covariance of a solution to the stochastic heat equation. A question concerning the notes on SPDE' s of Hairer

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