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Strickland

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 3 years, 1 month
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  • Last seen Sep 30 '19 at 19:45

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5 Ito representation unique up to indistinguishability? Proof? Oct 22 '17
3 Standard definition of multidimensional Brownian Motion with correlations Sep 15 '17
1 Stochastic integrals wrt to independent Wiener processes are uncorrelated, but potentially dependent? Sep 30 '17
1 Extending risk neutral measure to insurance/mortality filtration Apr 9 '17
1 Lee Carter Model - Mortality Jun 2 '17
1 Vector of differences of Brownian motion integrals is multivariate normal Sep 9 '17

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