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Mathematics
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ziT
  • Member for 9 years, 8 months
  • Last seen more than 6 years ago
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9
Filtration of stopping time equal to the natural filtration of the stopped process
Jan 19, 2016
6
Central Limit Theorem for Lévy Process
Jan 16, 2016
6
Radon-Nikodym on a Process wrt to filtration
May 24, 2016
4
Lévy Process existence of the expectation of the supremum of the past process.
Feb 11, 2016
4
Limit theorem for changed time
May 31, 2016
3
Not independent Increments
Sep 4, 2015
3
Central Limit Theorem for a Lévy Process (mild assumptions)
Feb 16, 2016
3
Changing domain of the CGF of a stochastic process
May 6, 2016
3
Convergence of a sequence over supremum
May 23, 2016
3
Levy process measurable past
May 29, 2016