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4 votes
0 answers
307 views

adapted and right-continuous or left-continuous sample path imply progressively measurable

3 votes
2 answers
769 views

The role of non-negativity in Fatou's lemma

3 votes
2 answers
263 views

$L^\infty$ with the counting measure on the sigma-algebra of countable and co-countable sets.

2 votes
0 answers
44 views

Why is progressive measurability needed here?

1 vote
1 answer
77 views

Does there exist a smooth structure on $[0,\infty)$ that induces the standard topology? [closed]

1 vote
1 answer
519 views

Expected hitting time of a brownian motion with negative drift [duplicate]

1 vote
1 answer
121 views

Examples of a random variable $X$ and a mapping $f$ such that $f(X)$ is not a random variable

1 vote
2 answers
597 views

Does infinite variance imply infinite expectation?

1 vote
1 answer
197 views

Why is $\mu$-measurable set contained in the Borel set?

1 vote
1 answer
93 views

compute the Fourier series for $f(s)=\min(s,t)$, where $t \in[0, \pi]$ is fixed [closed]

1 vote
1 answer
84 views

the marginals of exchangeable pairs

1 vote
1 answer
294 views

Do residuals vs fitted plot have to be concentrated around the x-axis?

0 votes
1 answer
152 views

The distribution function associated with a Borel measure (Folland Theorem 1.16)

0 votes
0 answers
38 views

Can we infer whether or not a random variable is continuous from its generating function?

0 votes
1 answer
42 views

confusion about lebesgue measurability

0 votes
0 answers
107 views

A Lie group homomorphism is an isomorphism iff it is bijective

0 votes
1 answer
180 views

Define Lebesgue-Stieltjes integral for integrators of unbounded first variation

0 votes
0 answers
67 views

proof verification: problem 1.3.24 from Shreve and Karatzas ii

0 votes
1 answer
168 views

"Counterexample" to the Maximum Principle? Strauss example 2.4.2

0 votes
2 answers
93 views

Notation in defining the abstract tensor product

0 votes
0 answers
25 views

all permutations of order 3 [duplicate]

0 votes
1 answer
196 views

definitions of hyperbolic fixed points for a flow and a map