Amira

Member for 6 years, 8 months
Last seen this week

The Netherlands

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2020
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Top tag

stochastic-processes

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Questions

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Score Activity Newest Views

4

Prove the following stopping time Cannot be a predictable stopping time.

Aug 19, 2019

4

Expectation of the exponential of the amount of time a Brownian motion spent in half space

Sep 15, 2022

4

Solving a PDE from the Feymann-Kac formula

May 11

3

Explicit solution for the expectation of inverse of the exponential of normal random variable

Apr 29

2

General solution for ''homogeneous and linear PDE''

Sep 25, 2022

Answers

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1

What is $Var(X_t-X_s)$ if $X_t = \sqrt{t} Z$

May 22, 2017

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stochastic-processes

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18

posts

brownian-motion

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5

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covariance

1

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2

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random-variables

1

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2

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stochastic-calculus

0

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15

posts

Reputation

+10

Stochastic exponential of a true martingale is also a true martingale?

+10

Can any càdlàg function be decoomposed into a continuous part and a discontinuous part?

+30

Solving a PDE from the Feymann-Kac formula

+10

Explicit solution for the expectation of inverse of the exponential of normal random variable

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