JGWang's user avatar
JGWang's user avatar
JGWang's user avatar
JGWang
  • Member for 6 years, 9 months
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6 votes
Accepted

Can a martingale always be written as the integral with regard to Brownian motion?

5 votes
Accepted

Potential Local Martingale property derived from its quadratic variation

5 votes
Accepted

Strongly orthogonal martingales

5 votes
Accepted

Continuity of gaussian stochastic process

5 votes
Accepted

Independent random variables with infinite expectation and central limit theorem

4 votes
Accepted

Show that $\lim\limits_{T \rightarrow \infty} \frac{1}{2T} \int_{-T}^T |\varphi(t)|^2 dt = \sum_{x \in \mathbb{R}}(\mu (\{x\}))^2$

4 votes
Accepted

Càdlàg process and a predictable stopping time

4 votes

Convergence in $L^p$: Marcinkiewicz-Zygmund Strong Law of Large Numbers

3 votes
Accepted

Difference between Levy's modulus of continuity and Law of Iterated Logarithm

3 votes

Probability measure $P_X$ on the space of paths of a Lévy process $(X_t)_{t \ge 0}$ determined by $P_{X_1}$

3 votes
Accepted

Cumulative distribution of a martingale

3 votes
Accepted

Why is $\frac{1}{n} \sup_{k\le n} |T_k - k| \to_{a.s.} 0$ if $T_n/n \to E T_1 = 1$?

3 votes
Accepted

Is every càdlàg process locally bounded?

3 votes

Will weak convergence of continuous functions give a continuous function?

3 votes

Spectral measure of 1-dimensional Ornstein-Uhlenbeck process

3 votes

Continuity of poisson process

3 votes

Showing $X_n \to 0$ in distribution where $X_n = n^2$ with probability $\frac{1}{n}$ and $X_n = \frac{1}{n}$ with probability $1- \frac{1}{n}$?

3 votes
Accepted

$X_1$ and $X_2$ stochastically larger than $Y_1$ and $Y_2$ implies $X_1+X_2$ stochastically larger than $Y_1+Y_2$

3 votes
Accepted

Differentiation inside a conditional expectation

3 votes

Showing stochastic dominance given the expectation of two Poisson R.V.'s

3 votes
Accepted

Calculation problem with Central limit theorem

3 votes
Accepted

Weak convergence of sum implies convergence of summands

3 votes

If $(X_n,f(X_n))$ converges in distribution to $(X,Y)$, can we say that $Y=g(X)$ for some $g$?

2 votes
Accepted

Moment inequality and second order stochastic dominance

2 votes

Sum of two stopping times is a stopping time?

2 votes
Accepted

How to evaluate $\mathrm{Cov}(\vec x^T A \vec x,\vec x^T B \vec x )$ for $\vec x\sim N(\vec 0, \Sigma)$ and square matrices $A,B$?

2 votes

Almost sure convergence in the martingale convergence theorem

2 votes
Accepted

Dual predictable projection of a jump process

2 votes

$Y_n = \sum_{k=1}^n X_k 2^{-k}$ converges to $Y \in \ uniform(-1,1)$

2 votes
Accepted

$L^2$ limit has continuous cdf.

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