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saz
  • Member for 9 years, 11 months
  • Last seen more than a month ago
  • Germany
98 votes
Accepted

What is the importance of the infinitesimal generator of Brownian motion?

58 votes
Accepted

The $ l^{\infty} $-norm is equal to the limit of the $ l^{p} $-norms.

58 votes
Accepted

Angle bracket and sharp bracket for discontinuous processes

42 votes
Accepted

Density of first hitting time of Brownian motion with drift

39 votes
Accepted

Convergence in measure implies convergence almost everywhere of a subsequence

38 votes
Accepted

How to calculate the Fourier transform of a Gaussian function?

37 votes

Convergence types in probability theory : Counterexamples

37 votes
Accepted

Integral of Brownian motion is Gaussian?

35 votes
Accepted

Difference between weak ( or martingale ) and strong solutions to SDEs

34 votes

Proofs of AM-GM inequality

33 votes
Accepted

Moment generating functions/ Characteristic functions of $X,Y$ factor implies $X,Y$ independent.

30 votes

Collection: Results on stopping times for Brownian motion (with drift)

29 votes

Martingale theory: Collection of examples and counterexamples

23 votes

Prove that the graph of a measurable function is measurable.

23 votes

A criterion for independence based on Characteristic function

23 votes
Accepted

Norm is weakly lower semicontinuous

23 votes

uniform convergence of characteristic functions

22 votes

Wiener Process $dB^2=dt$

21 votes
Accepted

Fubini's theorem for conditional expectations

21 votes
Accepted

Proof of the tower property for conditional expectations

20 votes
Accepted

Weak convergence in probability implies uniform convergence in distribution functions

20 votes

Why do we unavoidably (or not) use Riemann integral to define Itô integral?

20 votes
Accepted

Concentration of measure vs large deviation

19 votes
Accepted

Relationship to weak toplogy (Lévy metric)

19 votes
Accepted

Pushforward measure integral property

19 votes

$f$ measurable with $f=g$ a.e. then $g$ measurable

19 votes
Accepted

Hilbert cube is compact

18 votes
Accepted

arithmetic mean of a sequence converges

18 votes
Accepted

Stochastic Integrals are confusing me; Please explain how to compute $\int W_sdW_s$ for example

17 votes
Accepted

Prove that $\int_{E}f =\lim \int_{E}f_{n}$

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