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peer
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3 votes
1 answer
187 views

Filter, which does not have the Baire property

3 votes
2 answers
3k views

Markov property for geometric Brownian motion

3 votes
0 answers
76 views

Formula for a three-dimensional object

2 votes
1 answer
66 views

Markov property of $((t-\tau)^+)_{t\geq 0}$ with $\tau\sim \exp(1)$

2 votes
1 answer
217 views

Conditional expectation for markov process (application of the monotone class theorem)

2 votes
1 answer
314 views

Infimum of predictable stopping times

2 votes
1 answer
304 views

Brownian motion (Change of measure)

2 votes
1 answer
691 views

Jumps of cadlag processes

2 votes
2 answers
133 views

Filters on $\omega$

2 votes
1 answer
194 views

Measurable sets on Polish spaces

2 votes
0 answers
58 views

Signed measure (convergence of sets)

2 votes
0 answers
86 views

Markov process (Change order of Integration and conditional expectation)

1 vote
0 answers
27 views

Variation and jumps of spec. stochastic processeses

1 vote
0 answers
81 views

Localization of processes

1 vote
0 answers
282 views

Hilbert space of square integrable martingales

1 vote
1 answer
260 views

Meager subset of $2^\omega$

1 vote
1 answer
377 views

Baire property and $F_\sigma$ sets

1 vote
1 answer
178 views

Small filters are measurable

1 vote
1 answer
132 views

Characterization for space-homogeneous markov processes

1 vote
1 answer
869 views

Strongly orthogonal martingales

1 vote
1 answer
294 views

Characterization for strongly orthogonal martingales

1 vote
0 answers
315 views

Random variable on product space as product of random variables

1 vote
0 answers
58 views

Stochastic differential - notation

1 vote
1 answer
253 views

Itensity of a compensator

1 vote
1 answer
603 views

Definition of intensity of a counting process

1 vote
1 answer
390 views

Conditional expectation on product of two probability spaces

0 votes
1 answer
123 views

Martingale property for stochastic integrals

0 votes
1 answer
110 views

Stochastic integral under stopping

0 votes
1 answer
275 views

Dual predictable projection of a jump process

0 votes
1 answer
63 views

Represent sum of two real numbers as a product