Posts

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

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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.

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

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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.

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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?

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