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Kenneth Ng's user avatar
Kenneth Ng's user avatar
Kenneth Ng's user avatar
Kenneth Ng
  • Member for 7 years, 3 months
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6 votes
1 answer
676 views

Wald's Identity on exponential martingale

5 votes
1 answer
1k views

Stopped local martingale as a martingale

3 votes
1 answer
584 views

The adjoint of a linear isometry on normed space is surjective

2 votes
2 answers
147 views

Estimate the series $\sum_{k=0}^\infty(-1)^k(2k+1)^2 z^{(2k+1)^2}$

2 votes
1 answer
114 views

Number of zeros of a power series

2 votes
1 answer
41 views

Negativity of an analytic function on $[0,1)$

1 vote
0 answers
112 views

Looking for a maximal inequality for supermartingales

1 vote
3 answers
100 views

Power series of $x/(1-ae^{-x})$.

1 vote
1 answer
67 views

Integrability of linear SDE

1 vote
1 answer
244 views

Find the norm of a linear functional in $L^2[0,1]$.

1 vote
0 answers
30 views

Equivalence class of stochastic integrals

1 vote
1 answer
106 views

Comparison Theorem for Matrix Differential Equation

0 votes
1 answer
55 views

Product of positive definite matrix and matrix symmetrization

0 votes
1 answer
312 views

Numerical Methods for Heat Equation under mixed condition

0 votes
0 answers
52 views

Generalized Cesàro summability of $(-1)^nn^p$

0 votes
0 answers
42 views

Show that an analytic function is always negative

0 votes
0 answers
14 views

Abelian theorem on $(C,\alpha)$ summability

0 votes
0 answers
45 views

Does this second order linear ODE admits a solution?

0 votes
0 answers
25 views

A SDE depending on its running maximum

0 votes
0 answers
20 views

Unique solution of a free boundary problem

0 votes
0 answers
16 views

Cancellation property of kernel in singular integral