What is an intuitive definition of the zero vector? – math.stackexchange.com
I'm learning now about vector spaces and subspaces, and one of three rules
that determine if something is a subspace of a larger vector space is that
it must contain the zero vector... but ...
Tuesday, 1 October 2013
Question regarding Ito Process
Question regarding Ito Process
I am new to Ito Process, so I have a following question. Consider a
standard Ito Process, $$X_t=X_0+\int_0^t\mu_sds+\int_0^t\sigma_sdW_s$$
where W is the m-dimentional Brownian motion and X is a n-dimentional
process. $\mu$ and $\sigma$ are adaptive to {$\Sigma_t$} generated by the
Brownian motion. In somewhere in my textbook, it says the drift and the
variance can be derived as following, $$\frac{d}{ds}
E(X_s|\Sigma_t)|_{s=t}= \mu_t $$ and $$\frac{d}{ds}
Var(X_s|\Sigma_t)|_{s=t}= \sigma_t\sigma_t^T$$ I thought this is trivial
and attempted to prove it myself, however it took me nearly an hour, and
can't even show the first one..
I tried the following way, $$\frac{d}{ds} E(X_s|\Sigma_t)|_{s=t}=
\frac{d}{ds}
E(X_0+\int_0^s\mu_sds+\int_0^s\sigma_sdW_s|\Sigma_t)|_{s=t}$$$$=\frac{d}{ds}
E(X_0|\Sigma_t)+\frac{d}{ds}E(\int_0^s\mu_sds)+\frac{d}{ds}E(\int_0^s\sigma_sdW_s|\Sigma_t))$$
Then I feel that the last term should be zero by the independent increment
property, but not 100% sure I can use here, inside the integral there is
$\sigma_s$, then I don't know how to proceed from here and get the above
two equation.
Any help will be extremely appreciated!!
I am new to Ito Process, so I have a following question. Consider a
standard Ito Process, $$X_t=X_0+\int_0^t\mu_sds+\int_0^t\sigma_sdW_s$$
where W is the m-dimentional Brownian motion and X is a n-dimentional
process. $\mu$ and $\sigma$ are adaptive to {$\Sigma_t$} generated by the
Brownian motion. In somewhere in my textbook, it says the drift and the
variance can be derived as following, $$\frac{d}{ds}
E(X_s|\Sigma_t)|_{s=t}= \mu_t $$ and $$\frac{d}{ds}
Var(X_s|\Sigma_t)|_{s=t}= \sigma_t\sigma_t^T$$ I thought this is trivial
and attempted to prove it myself, however it took me nearly an hour, and
can't even show the first one..
I tried the following way, $$\frac{d}{ds} E(X_s|\Sigma_t)|_{s=t}=
\frac{d}{ds}
E(X_0+\int_0^s\mu_sds+\int_0^s\sigma_sdW_s|\Sigma_t)|_{s=t}$$$$=\frac{d}{ds}
E(X_0|\Sigma_t)+\frac{d}{ds}E(\int_0^s\mu_sds)+\frac{d}{ds}E(\int_0^s\sigma_sdW_s|\Sigma_t))$$
Then I feel that the last term should be zero by the independent increment
property, but not 100% sure I can use here, inside the integral there is
$\sigma_s$, then I don't know how to proceed from here and get the above
two equation.
Any help will be extremely appreciated!!
Monday, 30 September 2013
Problem in the Installation
Problem in the Installation
I am a one of the new User to Ubuntu and downloaded the Ubuntu 12.04 ,I
installed to My Laptop 7 or 8 times but I could not see anything in the
screen which means screen is coming black color ,and i asked from my
friend they said that problem is in the Drivers of the Laptop,My Laptop
Requirements as Follows Hp Pavilion g series , Ram-2Gb, VGA-Radeon tm HD
6470 Please friend give the best answers ,i am waiting for your answers
pleaseeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee
I am a one of the new User to Ubuntu and downloaded the Ubuntu 12.04 ,I
installed to My Laptop 7 or 8 times but I could not see anything in the
screen which means screen is coming black color ,and i asked from my
friend they said that problem is in the Drivers of the Laptop,My Laptop
Requirements as Follows Hp Pavilion g series , Ram-2Gb, VGA-Radeon tm HD
6470 Please friend give the best answers ,i am waiting for your answers
pleaseeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee
Distinction between linear and nonlinear model – stats.stackexchange.com
Distinction between linear and nonlinear model – stats.stackexchange.com
I have read some explanations about the properties of linear vs nonlinear
models, but still I am sometimes not sure if a model on hand is a linear
or a nonlinear one. For example, is the following ...
I have read some explanations about the properties of linear vs nonlinear
models, but still I am sometimes not sure if a model on hand is a linear
or a nonlinear one. For example, is the following ...
can I base my asp membership provider 'applications' by a guid
can I base my asp membership provider 'applications' by a guid
I created an asp portal for my customers. They all access the same website
and pass in a tokenid, which is a guid. This guid tells me what company
they belong to and what they have access to.
I have the membership provider set up to not allow duplicate email
addresses and everyone under the same application. So, with this in mind,
I figured I could do the following to allow them to register with more
than one company with the same email account.
Create an membership provider application for each tokens (for each company).
Write a script that finds all of the accounts that are based on this guid
and place them under appropriate application
Will this work? Will it allow my customers to create a login for each
token/company using the same email address?
Thanks for the help!
I created an asp portal for my customers. They all access the same website
and pass in a tokenid, which is a guid. This guid tells me what company
they belong to and what they have access to.
I have the membership provider set up to not allow duplicate email
addresses and everyone under the same application. So, with this in mind,
I figured I could do the following to allow them to register with more
than one company with the same email account.
Create an membership provider application for each tokens (for each company).
Write a script that finds all of the accounts that are based on this guid
and place them under appropriate application
Will this work? Will it allow my customers to create a login for each
token/company using the same email address?
Thanks for the help!
Calling a webservice via application
Calling a webservice via application
I have a question for you. I hope you will answer it.
Criteria:
I have a third party webservice..
IS it good to call that webservice by creating my own service and then
implement in application
or
Directly implement that third party webservice in my application.
I googled a lot and couldn't identify the pros and cons.Hope you will help
me.
I have a question for you. I hope you will answer it.
Criteria:
I have a third party webservice..
IS it good to call that webservice by creating my own service and then
implement in application
or
Directly implement that third party webservice in my application.
I googled a lot and couldn't identify the pros and cons.Hope you will help
me.
Sunday, 29 September 2013
subclass's sharedClient Method
subclass's sharedClient Method
In the superClass,i defined a method called "sharedClient"
+ (id)sharedClient
{
static dispatch_once_t onceToken;
dispatch_once(&onceToken, ^{
instance = [[self alloc]init];
});
return instance;
}
at this method i want to dispatch the object once .then i defined two
subclasses of the superClassBclass A,and class B.
i hope that after i've called the method sharedClient of A, there's a
sharedClient of A, and I"ve called the sharedClient of B, there's an
object of B.but it seems that if A and B called the method both, there
always be one object of the previously called classB
In the superClass,i defined a method called "sharedClient"
+ (id)sharedClient
{
static dispatch_once_t onceToken;
dispatch_once(&onceToken, ^{
instance = [[self alloc]init];
});
return instance;
}
at this method i want to dispatch the object once .then i defined two
subclasses of the superClassBclass A,and class B.
i hope that after i've called the method sharedClient of A, there's a
sharedClient of A, and I"ve called the sharedClient of B, there's an
object of B.but it seems that if A and B called the method both, there
always be one object of the previously called classB
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