# Math

## The true jump method

In htis post, I’ll discuss a simulation technique for generating statistically exact jump times when the rate is state-dependent, $\lambda(X_t)$.

## Operator splitting

I’ll discuss the use of operator splitting as the basis for numerically solving ODEs or PDEs with some concrete examples. Along the way, we’ll stumble into a lot of linear algebra and a teensy bit of Lie theory.

## Diffusing diffusivities, stochastic subordination

In this post, I’ll discuss some recent explanations for anomalous, yet Gaussian diffusion, including diffusing diffusivities and stochastic subordination.

## Stochastic limits, part 2: tails, memory, and the Joseph and Noah effects

In the previous post about limit theorems of stochastic processes, we considered when everything goes right, leading to Gaussian-like behavior. Here we’ll discuss when things go wrong, particularly when memory effects and infinite moments are introduced.

## Stenger's "Proof"?

A few months ago, Frank Stenger uploaded a preprint of a proposed proof of the Riemann hypothesis. Unlike the plethora of other attempts at famous problems, nobody seems to be talking about this. Why?