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6 votes
1 answer
199 views

Generalisation of the Markov property to stopping times

5 votes
0 answers
228 views

Boundary in the sense of currents VS measure theoretic boundary in arbitrary codimension

3 votes
1 answer
110 views

Is the following universal property of holomorphic functions true?

3 votes
1 answer
71 views

Can you spot any mistake in what I did (problem in elementary probability)

3 votes
1 answer
505 views

Inverse of a Markov chain is always a Markov chain?

2 votes
1 answer
352 views

All curves homologous to zero implies space is simply connected? [duplicate]

2 votes
1 answer
64 views

Lebesgue-Stieltjes integral and Dynkin $\pi-\lambda$ theorem

2 votes
1 answer
189 views

Harmonic functions are holomorphic and antiholomorphic (can't find my mistake)?!

2 votes
0 answers
118 views

Ito's integral with respect to translated Brownian motion

1 vote
1 answer
101 views

If a distribution and its gradient have the same finite order then the order must be zero

1 vote
2 answers
80 views

Brownian motion does not vary more than $\sqrt{n}$ on each interval $[n,n+1]$

1 vote
1 answer
160 views

Strong Markov Property for Brownian Motion in reverse time

1 vote
1 answer
190 views

An inequality for harmonic functions

1 vote
1 answer
18 views

Maximizer of a function varying smoothly depending on a parameter

0 votes
1 answer
20 views

A concrete example with Arrow-Pratt coefficient of absolute risk aversion

0 votes
1 answer
119 views

Hitting time of Markov chain is minimal solution to quadratic equation

0 votes
0 answers
117 views

Derivative of the variance of a stochastic process

0 votes
1 answer
409 views

Is the Markov property equivalent to the statement "past and future are independent given the present"?

0 votes
1 answer
90 views

Is it true that every PDE is a system of first order quasi-linear PDEs?

0 votes
1 answer
56 views

Is $\big\{\frac{d(x,P_1)}{d(x,P_2)}=r\big\}$ a hypersphere in a normed space?