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Monty
  • Member for 6 years, 1 month
  • Last seen more than a month ago
48 votes
1 answer
12k views

Difference between weak ( or martingale ) and strong solutions to SDEs

12 votes
1 answer
921 views

Why do we need to define Lebesgue spaces using equivalence classes?

8 votes
2 answers
1k views

Are there an infinite number of primes which are any multiple of $n$ apart? [closed]

7 votes
1 answer
3k views

Sub sub sequences and a relation between convergence in probability and a.s convergence

6 votes
2 answers
20k views

What is the expectation of $X$ given $X$

5 votes
1 answer
194 views

Showing a function is in Holder space for some $a \in (0,1] $

5 votes
1 answer
238 views

Wasserstein Distance `Lifts' the Underlying Metric.

5 votes
1 answer
230 views

Why is it said that Laplacians "smooth solutions"?

4 votes
1 answer
808 views

Directional Derivatives on a Manifold.

4 votes
1 answer
2k views

Prokhorov's Theorem : The Statement. Precompact, Sequentially Compact, Relatively Compact : Definitions.

4 votes
2 answers
516 views

Wasserstein attains its infimum

4 votes
2 answers
273 views

If we have infinite variance, can the expectation 'mean' anything?

4 votes
1 answer
152 views

Distributions and Probability Theory

4 votes
2 answers
1k views

Ito's formula, and the relationship between dt and dB(t)

3 votes
1 answer
503 views

Does each PDE's have a strong link to a Particular Stochastic Process

3 votes
2 answers
112 views

Fourier transform and stuff

3 votes
1 answer
920 views

Relative Entropy and the Wasserstein distance

3 votes
1 answer
552 views

Fenchel-Legendre Transform Intuition in Large Deviations

3 votes
0 answers
38 views

Distribution of Gaussian Random variable. Concentrated measure.

3 votes
1 answer
76 views

Kinetic Fokker-Planck Equation vs Kramers Equation

3 votes
1 answer
158 views

Bounding a Riemann Stieltjes integral.

3 votes
0 answers
290 views

Does the Dominated Convergence Theorem Hold Almost Surely.

3 votes
1 answer
251 views

Gradient Flows, Explicit Form for Regularised Wasserstein Metric.

3 votes
1 answer
410 views

Bounded Variation and Sobolev Norms.

3 votes
0 answers
84 views

Whats the idea behind using Bregman divergence (in particular Bregman proximal method) to minimise a functional?

3 votes
0 answers
74 views

Linear SDE with commuting matrices.

3 votes
2 answers
561 views

The Wasserstein Metric. Computational Optimal Transport. Weights.

2 votes
1 answer
213 views

Hamiltonians, PDE, Density of a Fluid.

2 votes
1 answer
75 views

The pressure of a fluid as the change of internal energy.

2 votes
1 answer
788 views

Entropy vs differential entropy (a good extension, even if it can be negative)?