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February 15th, 2020, 7:22 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3363
Views: 155705

### Re: Trump -- the last 100 days

Unrelated, but if they're going to subpoena John Bolton, they have to subpoena Hope Hicks. Why? Oh come on :D ... https://i.4pcdn.org/pol/1519870931505.png       I have some news that will make both of you happy.   Hope Hicks expected to return to White House - CNN Feb 13 "Long seen as a stabilizin...
February 14th, 2020, 4:14 pm
Forum: Technical Forum
Topic: Is Ito’s lemma applicable to a diffusion process with transition probability?
Replies: 2
Views: 949

### Re: Is Ito’s lemma applicable to a diffusion process with transition probability?

Yes, what you are describing is a jump-diffusion. There is an Ito's lemma, a generator, an evolution PIDE, etc, etc. There are many books discussing such processes. Cont and Tankov is good. So is "Option Valuation under Stochastic Volatility II"
February 13th, 2020, 2:34 pm
Forum: Numerical Methods Forum
Topic: About solving a transport equation
Replies: 157
Views: 56400

### Re: About solving a transport equation

https://en.wikipedia.org/wiki/Burgers%27_equation It would be interesting if Alan and Paul can produce explicit solution for (3A)/(3B) $u(x,t) = (ax + b)/(at + 1)$ for the initial condition $u(x,0) = ax + b.$ I said earlier I don't know much about shocks. But, reading that Wikipedia link, i...
February 13th, 2020, 5:52 am
Forum: Student Forum
Topic: Silly questions
Replies: 102
Views: 21321

### Re: Silly questions

I demand a recount! Anyway, it's not even 6am -- don't you people sleep?
February 13th, 2020, 5:34 am
Forum: Student Forum
Topic: Silly questions
Replies: 102
Views: 21321

### Re: Silly questions

The named function just happens to be the answer! Exam question 1: Find the solution of ... Answer: Define $\mbox{Lewis}_1$ as the answer to question 1. Trivially and wlog the answer to question 1 is $\mbox{Lewis}_1$. Exam question 2: Etc. !!! Well, I'm glad the thread title is called "Sill...
February 13th, 2020, 1:30 am
Forum: Student Forum
Topic: Silly questions
Replies: 102
Views: 21321

### Re: Silly questions

I think it's just recognizing a "named function". So, take n=6  In Mathematica, what I posted evaluates to $1764 - 720 \, \gamma \approx 1348.4$, using Euler's constant $\gamma$.   Since $1348.4 \not= 6$ that answer's Daniel's question. If it was truly circular, I don't think one could g...
February 13th, 2020, 1:23 am
Forum: Student Forum
Topic: Silly questions
Replies: 102
Views: 21321

### Re: Silly questions

Via gamma fn, looks messy!
That works.
Since $\frac{d}{dz} \log \Gamma[z] = \psi(z)$, the Digamma function (A&S, 6.3.1), then

$\frac{dn!}{dn} = \psi(n+1) \, n!$, where of course $n!$ is interpreted everywhere as $\Gamma(n+1)$.
February 10th, 2020, 6:30 am
Forum: Numerical Methods Forum
Topic: About solving a transport equation
Replies: 157
Views: 56400

That's very good and clear, Alan. I get the same solution as your integral approach. BTW do you use some kind of Leibniz' rule for this? I might have missed something along the way. Thanks. No Leibniz rule needed for what I wrote; you solve $\frac{dX}{dt} = b(X)$ simply by writing it as $\fra... February 7th, 2020, 3:45 pm Forum: Numerical Methods Forum Topic: About solving a transport equation Replies: 157 Views: 56400 ### Re: About solving a transport equation Let me switch to (mostly) book notation for a moment. My main goal in Appendix 1.2 is to make the standard PDE-SDE probability connection for parabolic PDE's on the real line (so no bc). So, for each PDE treated, one finds the (formal) probabilistic solution: run an SDE and take an expectation. Effe... February 7th, 2020, 3:59 am Forum: Off Topic Topic: Stupid question of the day Replies: 2195 Views: 145288 ### Re: Stupid question of the day Most things that I put in my frigerator are being frigerated for the first time. Works for me! The significance of the rainbow is change. Caterpillar into cocoon into beauty... _____ wants to change, too, Clarice. But there's the problem of his size, you see. -- H. Lecter February 5th, 2020, 8:16 pm Forum: Economics Forum Topic: Is inequality really rising? Replies: 20 Views: 2759 ### Re: Is inequality really rising? Excellent -- appreciate your non-knee-jerk reaction to that video. Re diapers: What Rita Wants February 5th, 2020, 8:01 pm Forum: Trading Forum Topic: Tesla vs. the Shorts Replies: 13 Views: 1652 ### Re: Tesla vs. the Shorts Speaking of analogies with bitcoin, BTC is famous for the "Bart Simpson" chart pattern, created today in TSLA (bottom chart), and above that, the pattern in BTC: tradingview_btcusd_chart_bart_pattern.png [attachment=0]TSLA_5.png[/attachment][/font] I grabbed the BTC chart from: https://beincrypto.... February 4th, 2020, 11:45 pm Forum: Politics Forum Topic: Trump -- the last 100 days Replies: 3363 Views: 155705 ### Re: Trump -- the last 100 days Bloomberg has an argument here: "Hey, at least my software works!" February 4th, 2020, 10:05 pm Forum: Trading Forum Topic: Tesla vs. the Shorts Replies: 13 Views: 1652 ### Re: Tesla vs. the Shorts Speaking of "one short stops out", I will admit to an unsuccessful short attempt today. Shorted 10 shares at 915, stopped out at 945 (well, really just capitulated, didn't have an actual stop) -- so never made it 'till the selloff at the close. Oh well. Looking back, I had a nice (profitable) cove... February 4th, 2020, 9:28 pm Forum: Numerical Methods Forum Topic: About solving a transport equation Replies: 157 Views: 56400 ### Re: About solving a transport equation Really? A2.10 refers to P3. Take c=k=0,$\phi \rightarrow f$,$\tau \rightarrow t$, and$X_{\tau} \rightarrow \xi(t)[\$], suppressing the initial value x. That's the same, right, up to the various different labels for things?

p.s. Thanks for buying the book!

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