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

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**

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**

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**

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**

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**

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**

That works.Via gamma fn, looks messy!

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**

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**

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**

- February 5th, 2020, 8:01 pm
- Forum: Trading Forum
- Topic: Tesla vs. the Shorts
- Replies:
**13** - Views:
**1652**

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**

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**

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**

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!

p.s. Thanks for buying the book!

GZIP: On