Henrik

### Questions (73)

 79 Easy example why complex numbers are cool 6 Strong Markov property - Durrett 5 Can 12 teams in 6 disciplines play 6 rounds without repetition? 5 Ito's formula and Taylor expansions for jumps processes. 5 A book of probability puzzles

### Reputation (894)

 +10 Confused about Markov property +5 Ito's formula and Taylor expansions for jumps processes. +5 Proving weak existence of CIR process -2 Identity with regards to error of sinc approximation

 6 how to prove $(X_{n})_{n\in \mathbb N}$ and $(Y_{n})_{n\in \mathbb N}$ are supermartingale.and $(Y_{n})_{n\in \mathbb N}$ is convergence to -7 3 Expectation of the integral of e to the power a brownian motion with respect to the brownian motion 3 I want to show $E(X)=\sum_{n=1}^{\infty}P(X\ge n)$ 1 What is the variance of x, when it depends on Brownian motion directly? 1 $\mathbb{E} \int_a^b W^3(t)\,dW(t)=?$

### Tags (61)

 13 probability-theory × 27 3 ordinary-differential-equations × 2 12 probability × 12 3 expectation × 2 6 stopping-times × 2 1 stochastic-processes × 24 6 martingales 1 markov-chains × 5 4 stochastic-calculus × 19 1 brownian-motion × 4

### Accounts (27)

 Mathematics 894 rep 11227 Quantitative Finance 295 rep 213 Stack Overflow 216 rep 314 Cross Validated 159 rep 8 TeX - LaTeX 152 rep 7