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  • Member for 12 years, 2 months
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87 votes
27 answers
14k views

Easy example why complex numbers are cool

11 votes
1 answer
4k views

Strong Markov property - Durrett

7 votes
2 answers
4k views

A book of probability puzzles

7 votes
2 answers
5k views

Distribution of infinite sum of Poisson distributed r.v.

7 votes
0 answers
364 views

Regarding proof of converse to Girsanovs theorem

7 votes
1 answer
1k views

Ito's formula and Taylor expansions for jumps processes.

6 votes
2 answers
4k views

Can 12 teams in 6 disciplines play 6 rounds without repetition?

5 votes
1 answer
954 views

Limiting distribution of Ornstein-Uhlenbeck process

4 votes
2 answers
187 views

Types of convergence $X_n \to X$ under which $X$ is independent of $Y$

4 votes
1 answer
113 views

A question about Lagrange optimization.

4 votes
1 answer
3k views

The supremum norm is submultiplicative

4 votes
1 answer
114 views

Trigonometric inequality for Theorem 3.4.4 in Stenger 1993

4 votes
0 answers
184 views

Bounded L2 increments for an Ornstein Uhlenbeck type process

3 votes
1 answer
1k views

Proof that time integral of OU process is not Markov while together with the integrand it is.

3 votes
2 answers
1k views

Blumenthal-Getoor index for IG and $\Gamma$

3 votes
1 answer
236 views

Intuition behind a set of a assumptions about Lévy processes.

3 votes
1 answer
2k views

Characterizing C* algebra generated by elements.

3 votes
1 answer
702 views

Formalizing the shift operator

3 votes
3 answers
3k views

Inequality of Finite Harmonic Series

3 votes
2 answers
193 views

Stochastic variable belonging to sigma-field

2 votes
1 answer
432 views

When is there in a probability space no null sets?

2 votes
2 answers
3k views

Weird conclusion about variance/covariance from differentiating

2 votes
1 answer
387 views

Does a sigma-algebra always contain all open sets?

2 votes
3 answers
3k views

Evaluating a limit involving exponential function.

2 votes
1 answer
50 views

Let $X^n\sim Y^n$ for all $n$ and $X^n\to X$ and $Y^n \to Y$ both in probability. Is $X\sim Y$?

2 votes
1 answer
972 views

Proving weak existence of CIR process

2 votes
2 answers
243 views

Sequence of $C^2$ function with compact support generating borel-sigma-algebra.

2 votes
1 answer
42 views

Argument that vector space is closed with respect to bounded monotone convergence

2 votes
1 answer
585 views

Lp integrable local martingale is a true martingale.

2 votes
1 answer
380 views

Joint distribution of $W(t)$ Brownian motion and $B(s)=\int_0^t \operatorname{sgn} ( W(s) ) dW(s)$