alpastor

### Questions (61)

 7 Proving Two Ito Integral Idenities 5 Find the quadratic variation process of $\int f(s) \, dB_s$ 5 What is a martingale measure? And in particular what is a $L^2(P)$ valued sigma-finite measure? 4 Explanation of White Noise 4 Show that $f$ defined on the interval $(a,b)$ is not differentiable for every point in $E$ with $m(E)=0$

### Reputation (1,208)

 +20 When is the integral of a function of two variables a continuous function? +10 The number of traffic accidents on successive days are independent Poisson random variables with mean 2. +10 Absolutely continuous function inequality +10 Proving Two Ito Integral Idenities

 3 Differentiation of a Square root 2 52-card poker deck question 2 The number of traffic accidents on successive days are independent Poisson random variables with mean 2. 2 Convergence a.s. and convergence in $L^1$ don't imply each other 1 Proving a Wiener Process is a Martingale

### Tags (78)

 7 probability × 14 2 poisson-distribution × 2 3 probability-theory × 18 1 real-analysis × 21 3 derivatives × 7 1 measure-theory × 9 2 calculus × 4 1 martingales × 6 2 probability-distributions × 4 1 brownian-motion × 6

### Bookmarks (21)

 1290 Visually stunning math concepts which are easy to explain 128 Visually deceptive “proofs” which are mathematically wrong 105 Intuition behind Conditional Expectation 54 Equivalent Definitions of the Operator Norm 28 Density of first hitting time of Brownian motion with drift

### Accounts (4)

 Mathematics 1,208 rep 77 silver badges1616 bronze badges Stack Overflow 109 rep 22 bronze badges Cross Validated 101 rep 11 bronze badge Quantitative Finance 101 rep