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Wittgenstein's Poker
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5 votes
2 answers
127 views

Convergence in $L^p(\lambda)$ of mean of backward shifted integrable functions

2 votes
2 answers
95 views

Bernoulli infinite product measures singular if $p \not = q$.

2 votes
0 answers
65 views

L^1 and almost everywhere convergence

1 vote
0 answers
41 views

$\mathcal{L}^{p}(\mu) \backslash \mathcal{L}^{p'}(\mu) \neq \emptyset$ [duplicate]

1 vote
3 answers
167 views

$L^p$ space inclusion when $\Omega$ does not contain sets of arbitrarily small measure

1 vote
1 answer
52 views

Understanding a condition in Poisson process

1 vote
0 answers
491 views

What does it mean to "solve forward/backward" a differential equation?

1 vote
1 answer
167 views

Martingale property of optimal control

0 votes
1 answer
74 views

Stopped martingale bound in van Handel's notes

0 votes
1 answer
128 views

Limit of sequence of nonnegative $\mu$-integrable functions