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Strictly_increasing's user avatar
Strictly_increasing's user avatar
Strictly_increasing
  • Member for 5 years, 7 months
  • Last seen more than 2 years ago
11 votes
0 answers
531 views

Discretization formula for system of differential equations. "Solution to one of these is the initial condition of the other". In which sense?

9 votes
1 answer
481 views

Asymptotic behaviour of integral. How should I proceed?

5 votes
1 answer
470 views

Riemann-Stieltjes integral of simple functions

4 votes
1 answer
1k views

Definition of separable stochastic process. Which is the "intuition" behind such a definition?

4 votes
3 answers
504 views

Possible to prove - by induction or in any possible way - that Brownian motion increments are independent (starting from $(2)$)?

4 votes
1 answer
96 views

Change of order of quantifiers "every$\text{ }t$" and "almost surely": what difference does it make?

4 votes
2 answers
294 views

Doubts on application of continuity definition and Dominated Convergence theorem

4 votes
0 answers
692 views

Difficulty in understanding Feller test for explosions for SDE. Any other source?

3 votes
0 answers
104 views

Is there some analytical result for Wright-Fisher SDE?

3 votes
1 answer
217 views

Smallest $\sigma$-algebras generated by finite Cartesian products of sets from the coordinate $\sigma$-algebras. Which is the meaning?

3 votes
1 answer
749 views

A counterxample of a non-adapted process?

3 votes
2 answers
805 views

Proof: Brownian motion has no intervals of monotonicity

3 votes
1 answer
843 views

Introduction to $L^2$ space. Equivalence class concept

3 votes
1 answer
2k views

Total variation of almost all Brownian motion paths is infinite. Some doubts along the proof

2 votes
2 answers
313 views

"$\cap$-stable sigma-algebra". Is my interpretation correct? How to show that the sigma-algebra is "$\cap$-stable"?

2 votes
2 answers
431 views

Some doubts in Brownian motion quadratic variation proof

2 votes
1 answer
168 views

Why such a definiton for "exchangeable" event?

2 votes
1 answer
322 views

Doob's martingale inequality. Does that imply $(2)$?

2 votes
1 answer
147 views

Why does $(2)$ equal $(3)$ with $\nu=\delta_0$ ($\delta_0$ denotes Dirac delta measure at $0$)?

2 votes
1 answer
236 views

Doob's martingale inequality. Why does $(2)$ hold true?

2 votes
3 answers
107 views

How to simplify $\sum_{i=t+1}^{\infty}\frac{1}{\left(1+r\right)^{i}}$?

2 votes
1 answer
64 views

Why $\lim\limits_{n\to\infty}\Big\{\frac{|X_n-a|}{1+|X_n-a|}\Big\}=0$?

2 votes
1 answer
165 views

Brownian Motion construction - How is Perseval's identity applied? Why does the below fact imply the existence of limit?

2 votes
1 answer
76 views

A doubt on a passage from the proof of Doob's First Martingale Inequality in Jacod-Protter

2 votes
1 answer
293 views

Two doubts about proof of Doob's Martingale Inequalities Theorem on Jacod-Protter

2 votes
1 answer
152 views

Show martingality property for r.v. $S_{\infty}$, given some assumptions. Could you please detail your answer to my two points?

1 vote
1 answer
97 views

Could a limiting result (in terms of convergence) imply an equivalence relation?

1 vote
1 answer
205 views

Given a sequence of i.i.d. random variables, prove a result involving conditional expectation by means of symmetry argument

1 vote
1 answer
507 views

Application of Levy's Continuity Theorem. How is it applied herebelow?

1 vote
2 answers
337 views

Weak convergence result in Levy's Continuity Theorem

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