Stack Exchange Network

Stack Exchange network consists of 176 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange
Loading…
  1. 0
  2. +0
    • Tour Start here for a quick overview of the site
    • Help Center Detailed answers to any questions you might have
    • Meta Discuss the workings and policies of this site
    • About Us Learn more about Stack Overflow the company
    • Business Learn more about hiring developers or posting ads with us
  3. Log in Sign up
  4. current community

    • Mathematics
      help chat
    • Mathematics Meta

    your communities

    Sign up or log in to customize your list.

    more stack exchange communities

    company blog
Mathematics
  1. Home
    1. Public
    2. Questions
    3. Tags
    4. Users
    5. Unanswered
    1. Teams
      Stack Overflow for Teams – Collaborate and share knowledge with a private group. Create a free Team What is Teams?
    2. Teams
      What’s this?
    3. Create free Team

Teams

Q&A for work

Connect and share knowledge within a single location that is structured and easy to search.

Learn more
Profile Activity
Meta user
Network profile
Ben Derrett

Reputation

4,214
  • 4.2k
  • 3.8k
  • 3.4k
  • 2018
  • 2019
  • 2020
  • 2021

Top tag

stochastic-processes

Next privilege

5,000 Rep.
Approve tag wiki edits

Badges

3
22
51

Newest

 Enlightened

Next badge

405/600
Electorate

Impact

~146k
people reached
4 posts edited
3 helpful flags
998 votes cast
Summary Answers Questions Tags Badges Bookmarks Bounties Reputation All actions

39 Questions

Votes Activity Newest Views
16
27
votes
2
answers
2k
views

If $f:\mathbb{R}\to\mathbb{R}$ is a left continuous function can the set of discontinuous points of $f$ have positive Lebesgue measure?

real-analysis
Sep 21 '11 at 7:38 Mike F 19.5k
 
26
votes
0
answers
433
views

Does this Condition on Exit Times imply $X_t$ is a Local Supermartingale?

probability-theory stochastic-processes martingales stopping-times
Apr 29 '16 at 20:12 Chill2Macht 18.1k
4
23
votes
1
answer
2k
views

If every open set is a countable union of balls, is the space separable?

general-topology metric-spaces
Sep 19 '14 at 12:38 Community♦ 1
11
18
votes
2
answers
11k
views

Considering Brownian bridge as conditioned Brownian motion

stochastic-processes
Aug 16 '17 at 19:20 Michael Hardy 250k
12
17
votes
3
answers
11k
views

How to calculate the matrix exponential explicitly for a matrix which isn't diagonalizable?

matrices jordan-normal-form matrix-exponential
Mar 8 '19 at 14:41 Rodrigo de Azevedo 17.6k
22
17
votes
3
answers
13k
views

Distribution of hitting time of line by Brownian motion

stochastic-processes
Feb 8 '19 at 23:47 Comic Book Guy 4,972
7
13
votes
3
answers
1k
views

Is there a discrete-time analogue of Doléans-Dade exponential?

probability-theory inequality stochastic-processes martingales
Jan 9 '17 at 11:33 Joris Bierkens 311
 
8
votes
1
answer
361
views

Lebesgue measure in $\mathbb{R}^2$ of uncountable union

analysis measure-theory
Jun 16 '12 at 18:53 Community♦ 1
1
7
votes
2
answers
408
views

If A is a subset of R with Lebesgue measure > 0 then are there a,b such that the measure of $[a,b]\cap A$ is b-a?

measure-theory
Dec 17 '10 at 2:27 Carl Mummert 74.5k
 
6
votes
2
answers
214
views

Convergence of Brownian integral

stochastic-processes
Oct 18 '18 at 14:48 TheBridge 4,792
 
6
votes
2
answers
1k
views

Can a collection of subsets of $\mathbb{N}$ such that no one set contains another be uncountable?

elementary-set-theory
Dec 13 '15 at 7:23 Community♦ 1
2
6
votes
2
answers
596
views

Is there a simpler proof of Van der Waerden's Theorem when there are only two colors?

combinatorics graph-theory ramsey-theory
Oct 23 '15 at 13:00 John Gowers 22.1k
1
6
votes
1
answer
1k
views

Relationship between Hölder continuity and differentiability of Brownian motion

real-analysis stochastic-processes
Oct 26 '12 at 1:56 Lukas Geyer 16.5k
 
6
votes
1
answer
1k
views

Limit of sums of iid random variables which are not square-integrable

probability-theory
Oct 5 '11 at 18:23 Sasha 66.4k
3
5
votes
2
answers
324
views

Is $M^2-[M]$ a local martingale when $M$ is a local martingale?

reference-request stochastic-processes martingales
Jan 11 '12 at 22:14 Community♦ 1
2
4
votes
1
answer
966
views

What is the distribution of the position of the maximum of a Brownian bridge?

stochastic-processes brownian-motion
Nov 14 '15 at 12:54 Ben Derrett 4,214
2
4
votes
1
answer
359
views

Example of a martingale which is not jointly measurable

measure-theory stochastic-processes martingales
Dec 22 '13 at 8:46 jwg 2,576
1
4
votes
1
answer
2k
views

Splitting a Poisson process according to time-dependent probabilities

stochastic-processes
Jun 26 '13 at 21:04 Did 264k
 
4
votes
1
answer
1k
views

How to show martingale is bounded in $L^1$?

stochastic-processes martingales
Feb 1 '12 at 20:14 Srivatsan 24.7k
 
3
votes
1
answer
741
views

Integral of alternating series

sequences-and-series definite-integrals
Apr 16 '17 at 20:59 Sangchul Lee 127k
2
3
votes
1
answer
129
views

Are $L$-diffusions unique in law?

stochastic-processes
May 2 '14 at 23:31 Sir Dour 354
 
3
votes
1
answer
344
views

Showing equivalence of $\sigma$-algebras

measure-theory
May 31 '12 at 13:03 Davide Giraudo 149k
1
3
votes
1
answer
563
views

How to show this random variable equals its conditional expectation?

probability-theory
May 23 '12 at 16:07 Ben Derrett 4,214
1
3
votes
1
answer
149
views

An example of a projective sequence of measures on non-Borel spaces that does not extend to a probability on the product space?

probability-theory
Feb 29 '12 at 14:43 Community♦ 1
1
3
votes
1
answer
1k
views

Proving that a process is a Brownian motion

stochastic-processes brownian-motion
Jan 28 '12 at 7:07 Srivatsan 24.7k
1
3
votes
1
answer
957
views

Characterizing previsible processes

stochastic-processes
Sep 12 '11 at 2:13 John Dawkins 386
 
3
votes
1
answer
562
views

Using Dominated Convergence Theorem

probability-theory
Jul 14 '11 at 12:51 Community♦ 1
 
3
votes
1
answer
2k
views

Little's Formula for M/G/1/c queue

queueing-theory
May 29 '11 at 3:24 Mike Spivey 50.7k
4
3
votes
2
answers
1k
views

Collecting coupons which arrive as a Poisson process

stochastic-processes
May 19 '11 at 14:18 Community♦ 1
 
3
votes
2
answers
612
views

Galois group of successive quadratic extensions

galois-theory
May 12 '11 at 13:33 Community♦ 1
1
2 Next
Mathematics
  • Tour
  • Help
  • Chat
  • Contact
  • Feedback
  • Mobile
Company
  • Stack Overflow
  • For Teams
  • Advertise With Us
  • Hire a Developer
  • Developer Jobs
  • About
  • Press
  • Legal
  • Privacy Policy
  • Terms of Service
  • Cookie Settings
  • Cookie Policy
Stack Exchange
Network
  • Technology
  • Life / Arts
  • Culture / Recreation
  • Science
  • Other
  • Stack Overflow
  • Server Fault
  • Super User
  • Web Applications
  • Ask Ubuntu
  • Webmasters
  • Game Development
  • TeX - LaTeX
  • Software Engineering
  • Unix & Linux
  • Ask Different (Apple)
  • WordPress Development
  • Geographic Information Systems
  • Electrical Engineering
  • Android Enthusiasts
  • Information Security
  • Database Administrators
  • Drupal Answers
  • SharePoint
  • User Experience
  • Mathematica
  • Salesforce
  • ExpressionEngine® Answers
  • Stack Overflow em Português
  • Blender
  • Network Engineering
  • Cryptography
  • Code Review
  • Magento
  • Software Recommendations
  • Signal Processing
  • Emacs
  • Raspberry Pi
  • Stack Overflow на русском
  • Code Golf
  • Stack Overflow en español
  • Ethereum
  • Data Science
  • Arduino
  • Bitcoin
  • Software Quality Assurance & Testing
  • Sound Design
  • Windows Phone
  • more (28)
  • Photography
  • Science Fiction & Fantasy
  • Graphic Design
  • Movies & TV
  • Music: Practice & Theory
  • Worldbuilding
  • Video Production
  • Seasoned Advice (cooking)
  • Home Improvement
  • Personal Finance & Money
  • Academia
  • Law
  • Physical Fitness
  • Gardening & Landscaping
  • Parenting
  • more (10)
  • English Language & Usage
  • Skeptics
  • Mi Yodeya (Judaism)
  • Travel
  • Christianity
  • English Language Learners
  • Japanese Language
  • Chinese Language
  • French Language
  • German Language
  • Biblical Hermeneutics
  • History
  • Spanish Language
  • Islam
  • Русский язык
  • Russian Language
  • Arqade (gaming)
  • Bicycles
  • Role-playing Games
  • Anime & Manga
  • Puzzling
  • Motor Vehicle Maintenance & Repair
  • Board & Card Games
  • Bricks
  • Homebrewing
  • Martial Arts
  • The Great Outdoors
  • Poker
  • Chess
  • Sports
  • more (16)
  • MathOverflow
  • Mathematics
  • Cross Validated (stats)
  • Theoretical Computer Science
  • Physics
  • Chemistry
  • Biology
  • Computer Science
  • Philosophy
  • Linguistics
  • Psychology & Neuroscience
  • Computational Science
  • more (10)
  • Meta Stack Exchange
  • Stack Apps
  • API
  • Data
  • Blog
  • Facebook
  • Twitter
  • LinkedIn
  • Instagram

site design / logo © 2021 Stack Exchange Inc; user contributions licensed under cc by-sa. rev 2021.4.9.39043

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.