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Simon
  • Member for 13 years, 6 months
  • Last seen more than a month ago
20 votes
4 answers
2k views

Roadmap to SPDEs

10 votes
1 answer
1k views

PDE - Feynman-Kac vs. finite difference methods

10 votes
1 answer
2k views

Reproducing kernel Hilbert spaces and the isomorphism theorem

6 votes
2 answers
4k views

Reference for matrix calculus

5 votes
1 answer
131 views

Diffusions - global and local

4 votes
2 answers
415 views

Reaction-diffusion equations and stochastic processes

3 votes
1 answer
2k views

Matrix exponential and rank

3 votes
1 answer
68 views

Is this class of functions called a seperating set?

3 votes
2 answers
763 views

Karhunen-Loève / Mercer's theorem. What am I missing?

3 votes
1 answer
490 views

Equivalent definitions of Lie bracket

2 votes
1 answer
438 views

Moments of diffusion processes

2 votes
1 answer
611 views

Covariant derivatives in the expression for the Riemann tensor

2 votes
0 answers
165 views

simple functional inequality [closed]

1 vote
1 answer
150 views

Relationship between homogenous and inhomogenous ODEs

1 vote
1 answer
218 views

Matrix-valued ODE - nonsingularity of solution

1 vote
0 answers
106 views

'Interesting' orthogonal martices?

1 vote
1 answer
62 views

Linear algebra problem related to the Kalman filter

1 vote
1 answer
794 views

Fourier series coefficients

1 vote
1 answer
147 views

How do I invert this transform?

1 vote
0 answers
364 views

Covariant derivative of inner product [duplicate]

0 votes
1 answer
88 views

Parametrized ODEs

0 votes
0 answers
75 views

Cartan-Hadamard and universal covers