# user13655

 May 16 accepted Rewriting SDEs - "Multiplication on both sides" May 16 comment Rewriting SDEs - "Multiplication on both sides"Well, it does. Thank you. Apr 26 comment Cylindrical sigma algebra answers countable questions only.Given an index set $T$ and a collection of $\sigma$-fields $\mathcal{F}_t$ on spaces $\Xi_t$, $t\in T$. Pick any $A_t \in\mathcal{F}_t$. Then $A_t\times \prod_{s\neq t} \Xi_s$ is a one-dimensional cylinder set. Apr 26 asked Cylindrical sigma algebra answers countable questions only. Mar 16 awarded Popular Question Feb 12 asked Stochastic Exponential: $dZ=-\lambda Z dM + dL$ to $dZ=-\lambda Z dM + Zd\tilde{L}$ while $\tilde{L}$ is still orthogonal to $M$ Dec 22 accepted Fix end point in smooth kernel distribution density Dec 21 comment Confidence Interval in Monte Carlo integrationOK, so since the Binomial is stable under convolution, I can use e.g. Wald's method to do that. Thank you! Dec 21 awarded Commentator Dec 21 comment Confidence Interval in Monte Carlo integrationCorrect. More specifically I want to know $\mathbb{P}(X_T>x)$ for some jump process (heavy tailed jumps). So each estimator just runs $10^3$ sample paths - it is like hit if $X_T>x$ and no hit if it is below the threshold. Dec 21 comment Confidence Interval in Monte Carlo integrationYou mean just sample once (some large number) - which is a Binomial sample and use the quantiles? Dec 21 asked Confidence Interval in Monte Carlo integration Dec 16 comment Draw from HistogramDistribution with ParallelTable8.0 for Linux x86 (64-bit) Dec 16 awarded Commentator Dec 16 comment Draw from HistogramDistribution with ParallelTableok, ill give it a try again. thank you for your suggestion. Dec 15 comment Draw from HistogramDistribution with ParallelTableI just tried your idea with the module and it gives the same problem. The module seems to cause the problems. However, I have to keep it because drawExample does some computations before. Dec 15 asked Draw from HistogramDistribution with ParallelTable Dec 9 comment Ito Process $\Longrightarrow$ continuous semimartingaleNo, also the converse is true. Check Thoerem II.3.9 in Protter's book. A cadlag, locally square integrable local martingale is a semimartingale, and a cadlag process with finite variation on compacts also is a semimartingale. Moreover, semimartingales form a vector space. Dec 9 answered Ito Process $\Longrightarrow$ continuous semimartingale Nov 21 revised Fix end point in smooth kernel distribution densityadded 6 characters in body