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mag
  • Member for 4 years, 2 months
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10 votes
Accepted

Evaluate $\int_{0}^{1} \frac{\ln(1 + x + x^2 + \ldots + x^n)}{x}\mathrm d x$

4 votes
Accepted

$X$ and $Y$ be i.i.d $U(0,1)$ random variables. Then $E(X|X>Y)$

4 votes
Accepted

Show $E(|X|) \ge \frac{1}{\sqrt{E(X^4)}}$

3 votes
Accepted

Lower bound of a strongly convex function

3 votes
Accepted

Natural density extended to real density?

3 votes

Prove that for every $a \in ℝ$ and for every $x>0$ the inequality $x^{-a}+a · e · \ln(x) \geq 0$ holds

3 votes

Why does this Infinite Series have contradictory convergences?

3 votes
Accepted

Integration with respect to finite variation processes

3 votes
Accepted

Subgradient of a strictly convex function

3 votes
Accepted

Heat equation solution using Fourier transform

3 votes
Accepted

Better bound for integral inequality

3 votes
Accepted

Does the standard normal distribution have a heavy right tail?

2 votes

Is a local continuous martingale square integrable.

2 votes
Accepted

Probability with uncommon event.

2 votes
Accepted

When doing nested integration, which of these is the correct notation for the order of integtation limits?

2 votes
Accepted

Does this martingale have right-continuous (or cadlag) sample paths?

2 votes
Accepted

About continuous local martingales, question on Le-Gall's book

2 votes

if sum two series with nonnegative terms converge prove the sum of multiplication of their sum also converges

2 votes
Accepted

How do you show that $\lim_{x \rightarrow a} f(x)=0$?

2 votes

Dominated convergence theorem for stochastic processes integrated with respect to Lebesgue measure

2 votes

Boundedness in $L^2$ implies convergence in $L^2$ for martingales.

2 votes
Accepted

Definition of semimartingale and stochastic integration

2 votes
Accepted

What type of semi - martingale is local time?

2 votes
Accepted

Independence of $\sigma-$fields

2 votes
Accepted

Usual conditions - filtration

2 votes
Accepted

What is the maximum possible value of $k$ for which $2013$ can be written as a sum of $k$ consecutive positive integers?

2 votes
Accepted

$X=max\{B_t: 0 \le t \le 1\}$ and $Y=B_2-B_1$ with $(B_t)_{t \ge 0}$ Brownian motion

2 votes
Accepted

What is the set of stochastic processes that have a deterministic quadratic variation?

2 votes
Accepted

Evaluate the integral $\int_{\mathbb R} \frac{\exp\left(-y(x^2+z\cdot x\sqrt{x^2+1} ) \right)}{\sqrt{x^2+1}}\mathrm dx$

2 votes

If $\lim\sup a_n = -\infty$, then $a_n\to -\infty$, and if $\lim\sup a_n = \infty$ there exists a subsequence of $a_n$ that $\to\infty$