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mag
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4 votes
0 answers
201 views

Stochastic Gradient Descent Converges Not to a Maximum Point

4 votes
1 answer
200 views

Properties of the stochastic integral $\int_0^t\frac{|B_s|}{s}\Bbb dB_s$

3 votes
1 answer
111 views

$f$ convergent $\implies\lim f'=0$

3 votes
1 answer
52 views

Is there $f\in L^2$ with $\lim_{x\to\infty} f(x)^2\log(x)>0$?

2 votes
1 answer
159 views

$\forall\epsilon>0\exists\delta_\epsilon>0: U_{\delta_\epsilon} (A)\cap U_{\delta_\epsilon} (B)\subseteq U_\epsilon(A\cap B) $

2 votes
2 answers
125 views

Does $\lim |a_n-b_n|=0$ imply $\lim |f(a_n)-f(b_n)|=0$?

2 votes
1 answer
462 views

$\sigma$-algebra generated by null sets

2 votes
1 answer
495 views

On the requirements of the Jensen inequality for conditional expectation

1 vote
0 answers
65 views

Can we define $N_t:=\int_0^t \operatorname{sign}(B_s) \mathrm{d}s$?

1 vote
1 answer
59 views

How to show $P(\inf_{t\geq0}\int_0^t e^{-s}\mathrm d B_s\geq -1)>0$?

1 vote
1 answer
201 views

How to find a function $f$ to transform a stochastic process $X$ to a martingale $f(X)$

1 vote
0 answers
66 views

How to show $\big(U_\tilde{\epsilon}(A)\big)^\complement\cap U_\epsilon(B)\subseteq U_\epsilon\big( (U_\tilde{\epsilon}(A))^\complement\cap B\big)$

1 vote
1 answer
149 views

jumps of semimartingale form an absolute convergent series

1 vote
0 answers
58 views

How to calulate and transform with nested $\inf$ and $\sup$ cleverly?

1 vote
0 answers
184 views

Cadlag adapted processes with bounded jumps are locally bounded.

1 vote
1 answer
50 views

Existence of a similar process to the Browinan motion

1 vote
1 answer
227 views

effects on the Radon Nikodym derivative by restriction of the measures

1 vote
2 answers
222 views

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

0 votes
1 answer
129 views

Solutions of Differential Equations and Integral Equations

0 votes
2 answers
115 views

cardinality of the set of all rational sequences taking exactly one value between two integers

0 votes
0 answers
31 views

Functional for estimating upwards by derivation

0 votes
1 answer
335 views

Generator of the Borel $\sigma$-algebra and measurable sets

0 votes
1 answer
171 views

Preimage of continuous function of intervall

0 votes
1 answer
36 views

Distance of set difference of closed and compact set which are not disjoint

0 votes
1 answer
36 views

Show that $\big(U_\tilde{\epsilon}(A)\big)^\complement\cap U_\epsilon(B)\subseteq U_\epsilon\big( (U_\tilde{\epsilon}(A))^\complement\cap B\big)$

0 votes
1 answer
85 views

Alternative characterisation of martingales

0 votes
1 answer
185 views

Is the Radon Nikodym derivative conditioned on a filtration monotonically increasing?

0 votes
0 answers
177 views

Is a locally square integrable local martingale locally a square integrable martingale?