Posts by Tag

PDEs 7: Parabolic PDE, well-posedness and regularity

Pdes

A journey through time and space

Oct 19, 2024
26 min

PDEs 6: Elliptic PDE

Pdes

From rough beginnings to smooth endings

Feb 28, 2024
38 min

PDEs 5: Fractional Sobolev spaces

Pdes

Filling in the gaps

Feb 27, 2024
30 min

PDES 4: A physical derivation of parabolic and elliptic PDE

Pdes

Just have to balance the mass

Dec 23, 2023
12 min

PDEs 3: Sobolev spaces

Pdes

Density, trace and embeddings

Jul 12, 2023
67 min

PDEs 2: What is a Hilbert space?

Pdes

An appendix for a series on PDEs

May 30, 2023
21 min

Study of densities part 1

Malliavin Calculus

Part 5 of the series on Malliavin calculus

Oct 24, 2022
6 min

PDEs 1: The Fourier transform, tempered distributions and Sobolev spaces

Pdes

The holy trinity

Oct 14, 2022
20 min

MC 4: The Malliavin derivative, part 2

Malliavin Calculus

Part 4 of the series on Malliavin calculus

Jul 2, 2022
9 min

MC 3: The Malliavin Derivative 1

Malliavin Calculus

Part 3 of the series on Malliavin calculus

Jun 30, 2022
9 min

MC 2: The Skorokhod Integral

Malliavin calculus

How does one generalize the Itô integral?

May 28, 2022
5 min

The Bochner Integral

Analysis On Banach Spaces

Wait a second, how many integrals are there?

May 27, 2022
17 min

MC 1: The chaos expansion

Malliavin calculus

Iterated Itô integrals and their consequences

May 23, 2022
4 min

MC 6: Study of densities part 2

Malliavin Calculus

Part 6 of the series on Malliavin calculus

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6 min

MC 7: The Ornstein-Uhlenbeck Semigroup

Malliavin Calculus

Part 7 of the series on Malliavin calculus

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5 min

Martingales in Banach spaces

Stochastic Calculus

Doob’s Martingale inequality is cool

May 23, 2022
6 min

The Itô integral

Stochastic Calculus
Ito Integral

Can you really construct this thing?

May 22, 2022
7 min
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