Mathematics
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arni
  • Member for 5 years, 4 months
  • Last seen more than a week ago
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353
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18
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8
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44
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6
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33
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0
Score
5
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28
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3
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17
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3
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17
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Top posts
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All Questions Answers
Score Newest
question
5
Find the expected value of $F(X+a)$ where $X\sim\mathcal{N}(0,1)$ with CDF $F$
Mar 12, 2017
question
4
Independence of sums of uniform random variables modulo 1
Mar 7, 2017
question
2
Showing that an increasing linear combination of convex functions is also convex
Jan 16, 2020
question
2
Integral of a scaled function
Apr 14, 2017
question
2
Finite difference second derivative: Error analysis
Aug 12, 2017
question
2
Apply Ito's lemma to the absolute value of a process
Dec 6, 2017
question
1
Simulating normal distribution on "level surfaces"
Apr 26, 2018
question
1
Asymmetric random walks: eigenvalues and spectral gap
Mar 9, 2019
question
1
Stationary distribution of "almost" a random walk
May 3, 2019
question
1
Hitting time of a drifted Brownian motion: Exponential decay in time.
Nov 30, 2017
Top network posts
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14
Why is realized volatility typically lower than implied volatility?
11
Risk-neutral vs. physical measures: Real-world example
7
Leaving an assistant professorship for industry in late thirties

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