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sound wave
  • Member for 6 years, 8 months
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10 votes
2 answers
2k views

Evans' PDE Problem 6 Chapter 6 - Existence and uniqueness of weak solutions of Poisson's equation with mixed Dirichlet-Neumann boundary conditions

6 votes
1 answer
372 views

Prove that fractional Brownian motion is not a semimartingale using the p-variation

5 votes
0 answers
175 views

Fastest way to factorize $x^{18}-x^3$ over $\mathbb{F}_2$

5 votes
1 answer
836 views

Apply Girsanov theorem to a Ornstein-Uhlenbeck process

4 votes
1 answer
355 views

Find the analytical solution of a stochastic integral equation

3 votes
3 answers
4k views

Find the orthogonal projection of a function on the set of $L^2$ functions whose integrals are $0$

3 votes
1 answer
823 views

Factorize $x^8-x$ over $F_3$ and $F_{81}$

2 votes
1 answer
516 views

Construct minimal polynomials using cyclotomic cosets

2 votes
2 answers
760 views

Probability of drawing from a urn with and without replacement

2 votes
1 answer
167 views

Probability about extraction from two urns

2 votes
1 answer
680 views

Is it possibile to prove that a bounded sequence in a Lp normed space is Cauchy using the dominated convergence theorem?

2 votes
1 answer
828 views

Given $\{x_n\},\ \{y_n\}$ orthonormal sequences in a Hilbert space, prove that $\lim_{n→+∞} ||x_n − y_n|| = 0$

2 votes
1 answer
849 views

Discuss compactness of the set of $L^2$ bounded functions

2 votes
1 answer
521 views

Discuss strong and weak convergence of a sequence in $W^{1,p}$ Sobolev space

2 votes
1 answer
349 views

How to approximate the integral of the product between two hat functions?

2 votes
1 answer
94 views

Error of approximation $\Phi\Phi^T \simeq \text{diag}(\Phi)$ with $\Phi$ vector of hat functions

2 votes
1 answer
179 views

Prove a given function solves the transport equation PDE

2 votes
0 answers
45 views

A simple procedure to simulate multifractional Brownian motion paths

1 vote
0 answers
313 views

Evans' PDE Problem 7 Chapter 3 - Noncharacteristic condition in the case boundary is not flat near the initial datum

1 vote
0 answers
33 views

How to use Riemann sum in the equation of the multifractional Brownian motion to estimate the underlying standard Brownian motion?

1 vote
0 answers
55 views

Find minimizer of cost function in Model Predictive Control (MPC)

1 vote
0 answers
67 views

Spectral decomposition of a $4\times4$ real nonsymmetric matrix with unknown elements

1 vote
0 answers
52 views

Is there any exact method to compute the integral of a fractional Brownian motion w.r.t. time?

1 vote
1 answer
73 views

The smallest extension field of $\mathbb{F}_3$ containing all the zeros of $f(x)=x^{11}-1$

1 vote
1 answer
106 views

Is $i: (C^1, ||·||_{W^{1,2}}) → (C^0, ||·||_∞)$ a linear, continuous, compact map?

1 vote
1 answer
546 views

Given the subspace of $L^2$ made by constant functions, characterize its orthogonal complement

1 vote
1 answer
933 views

How to check if arbitrage is possibile in a recombining Binomial tree?

1 vote
2 answers
385 views

Find the domain of a radical function

1 vote
1 answer
146 views

Norm of a function on a set of measure $0$ and convergence of a sequence on a set of finite measure

1 vote
2 answers
139 views

Simplest way to solve this trapezoid geometry problem?