Skip to main content
qp212223's user avatar
qp212223's user avatar
qp212223's user avatar
qp212223
  • Member for 7 years, 2 months
  • Last seen more than a week ago
8 votes
2 answers
216 views

Justifying "multiplying by a differential" or a random variable in a stochastic differential equation

8 votes
2 answers
300 views

Asymptotic Properties of Weak Solution to SDE $dX_t = -\alpha \text{sgn}(X_t) dt + \sigma dW_t$

7 votes
1 answer
421 views

$L^1$ convergence for convex combinations of non-negative random variables

5 votes
2 answers
133 views

Inequality for function of $\arctan(x)$

5 votes
1 answer
280 views

Probability inequality for sum of non-negative independent random variables

5 votes
0 answers
198 views

Limit of Powers of Brownian motion divided by time

5 votes
2 answers
736 views

Conditions for convergence of a derivative, given the function itself is convergent

4 votes
1 answer
301 views

On Tanaka's SDE

4 votes
0 answers
101 views

Distribution of Difference of Independent Inverse Gaussians

4 votes
1 answer
218 views

Why is the stochastic integral only defined for predictable integrands?

4 votes
0 answers
57 views

Ratio of Expected Hitting Times of Brownian Motion with Drift

4 votes
2 answers
185 views

Probability inequality for independent random variables with symmetric distributions

4 votes
1 answer
975 views

Optimal transport and total variation distance

4 votes
2 answers
369 views

Right derivative increasing implies convex

4 votes
2 answers
541 views

Application of Blumenthal's Zero-One Law to Brownian Motion

3 votes
3 answers
582 views

Exponential Likelihood Function

3 votes
0 answers
596 views

Stone Weierstrass Theorem for non compact sets

3 votes
0 answers
54 views

Sufficient condtions for almost sure convergence - proof verification

3 votes
0 answers
309 views

Proof of why Lagrangian Multipliers work

3 votes
1 answer
574 views

Continuous Time Optional Sampling Theorem for Submartingales

3 votes
1 answer
715 views

Reference Request for Optimal Transport

3 votes
0 answers
60 views

Integral of Brownian motion over $[0,1]$

3 votes
1 answer
225 views

Applications of the martingale convergence theorem

3 votes
2 answers
244 views

Natural and Predictable Processes in Continuous Time (Reference/Proof Request)

3 votes
1 answer
440 views

Potential Local Martingale property derived from its quadratic variation

2 votes
1 answer
160 views

Solving a specific SDE

2 votes
1 answer
548 views

Equivalent Probability Measures and Girsanov's Theorem

2 votes
1 answer
49 views

Uniqueness of probability distributions

2 votes
1 answer
286 views

Ergodicity and the tail sigma algebra

2 votes
0 answers
41 views

Continuity of Optimal Stopping Time as a Function of the Starting Point