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BayesIsBae

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Top posts (23) All Questions Answers | Votes Newest

3 Notation when integrating with respect to a measure Dec 2 '18
2 Proof of $E[XY|\mathscr{H}]=XE[Y|\mathscr{H}]$ for $\mathscr{H}$-measurable $X$ Feb 9
2 Non-Ambiguous Description of PASTA Property Jun 14
1 Extending Fubini's Theorem to general joint distributions Feb 10
1 When is $\lim\limits_{t \rightarrow \infty} \mathbb{E}[X|\mathcal{F}_{t}] =\mathbb{E}\left[X|\lim\limits_{t\rightarrow\infty}\mathcal{F}_{t}\right]$? Mar 1
1 Take $f(x)$ to be an arbitrary function on $x\in\mathbb{N}$. Assume $\lim_{x\rightarrow \infty} \frac{f(x)}{x}=c \not = 0$ therefore $f(x)$ diverges? Mar 5
1 Martingale convergence $\Rightarrow$ non uniformly integrable? Mar 6
1 Expectation of the Ito Integral and optional sampling Mar 29
1 $W_{0}=x$ for a Brownian motion - what is meant by $E_{x}(.)$? Mar 30
1 $ds^{2}$ as in $\frac{d^{2}a(s)}{ds^2}$ is such that $ds^{2}=(ds)^{2}$? Apr 3
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