Question

Is the following application of Ito's formula correct?

score 31 · Answer 1 · 2021-11-23 09:50:11

31

Views

Is the following application of Ito's formula correct?

Published on 23 Nov 2021 - 9:50

score 120 · Answer 2 · 2021-11-27 20:23:58

120

Views

Is independence preserved under change of measure?

Published on 27 Nov 2021 - 20:23

score 249 · Answer 3 · 2021-11-27 21:33:24

249

Views

Is the set $\{ \int_0^x f\,\mathrm d\lambda\mid f(x)=0\}$ a Lebesgue-null set for $f\geq0$?

Published on 27 Nov 2021 - 21:33

score 40 · Answer 4 · 2026-02-23 06:24:12

40

Views

Absolute continuity of a measure in the intervals implies absolute continuity of borel measures?

Published on 23 Feb 2026 - 6:24

score 384 · Answer 5 · 2021-12-12 03:40:41

384

Views

Composition of absolutely continuous functions with monotonic condition

Published on 12 Dec 2021 - 3:40

score 64 · Answer 6 · 2021-12-12 09:26:55

64

Views

Function $f\in L^1(\mathbb{R})$ which is absolutely continous but $f'\notin L^1(\mathbb{R})$

Published on 12 Dec 2021 - 9:26

score 137 · Answer 7 · 2021-12-14 10:03:50

137

Views

Quantile of the alpha level for an absolute continuous random variable

Published on 14 Dec 2021 - 10:03

score 452 · Answer 8 · 2026-02-24 00:09:31

452

Views

Quadratic variation and measure change

Published on 24 Feb 2026 - 0:09

score 114 · Answer 9 · 2022-01-05 02:15:45

114

Views

$\int_0^1f(t)\phi'(t)dt=-\int_0^1g(t)\phi(t)dt$, for all smooth $\phi\in[0,1]$ implies $f$ is absolutely continuous and $f'=g$ a.e.

Published on 05 Jan 2022 - 2:15

score 78 · Answer 10 · 2022-01-05 11:15:12

78

Views

When solving this differential equation why should we look for absolutely continuous solutions?

Published on 05 Jan 2022 - 11:15

score 102 · Answer 11 · 2022-01-12 14:13:47

102

Views

Absolute continuity implies the limit goes to zero

Published on 12 Jan 2022 - 14:13

score 205 · Answer 12 · 2022-01-13 10:08:08

205

Views

For probability measures $P,Q$ with $Q\ll P$, does it hold that $Q[A]=1\Rightarrow P[A]=1$?

Published on 13 Jan 2022 - 10:08

score 450 · Answer 13 · 2022-02-02 00:49:24

450

Views

If $f$ is continuous and real valued and $f'$ integrable on $[a, b],$ and $\int_a^b f' = f(b) - f(a)$, must $f$ be absolutely continuous

Published on 02 Feb 2022 - 0:49

score 380 · Answer 14 · 2022-02-05 13:17:51

380

Views

Must a monotone, differentiable function $[a, b] \rightarrow \mathbb{R}$ be absolutely continuous?

Published on 05 Feb 2022 - 13:17

score 39 · Answer 15 · 2022-02-08 17:55:22

39

Views

Uniform continuity of f given conditions on its derivative

Published on 08 Feb 2022 - 17:55

List Question

Is the following application of Ito's formula correct?

Is independence preserved under change of measure?

Is the set $\{ \int_0^x f\,\mathrm d\lambda\mid f(x)=0\}$ a Lebesgue-null set for $f\geq0$?

Absolute continuity of a measure in the intervals implies absolute continuity of borel measures?

Composition of absolutely continuous functions with monotonic condition

Function $f\in L^1(\mathbb{R})$ which is absolutely continous but $f'\notin L^1(\mathbb{R})$

Quantile of the alpha level for an absolute continuous random variable

Quadratic variation and measure change

$\int_0^1f(t)\phi'(t)dt=-\int_0^1g(t)\phi(t)dt$, for all smooth $\phi\in[0,1]$ implies $f$ is absolutely continuous and $f'=g$ a.e.

When solving this differential equation why should we look for absolutely continuous solutions?

Absolute continuity implies the limit goes to zero

For probability measures $P,Q$ with $Q\ll P$, does it hold that $Q[A]=1\Rightarrow P[A]=1$?

If $f$ is continuous and real valued and $f'$ integrable on $[a, b],$ and $\int_a^b f' = f(b) - f(a)$, must $f$ be absolutely continuous

Must a monotone, differentiable function $[a, b] \rightarrow \mathbb{R}$ be absolutely continuous?

Uniform continuity of f given conditions on its derivative

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