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Category Archives: Notes
Brownian motion constructions
Interpolation (Levy-Ciesielski construction) Cameron-Martin space eigenfunctions White noise Limit of Random walk Hyperreals construction see “A Non-standard Construction of Multi-Dimensional Brownian Motions and Option Pricing””. Heat equation The solves the heat equation with initial data in domain . So conversely … Continue reading
Elliptic Explorer model
In the Arxiv article A Left passage explorer model, we explore a possible extension of the Harmonic explorer.
History of math symbols
Forwarding the article from Earliest Uses of Symbols of Operation (tripod.com) ADDITION AND SUBTRACTION SYMBOLS Plus (+) and minus (-). Nicole d’ Oresme (1323-1382) may have used a figure which looks like a plus symbol as an abbreviation for the Latin et (meaning “and”) in Algorismus … Continue reading
Based on Tom Kennedy’s C++ code for Fast SLE. The code was only available in C++ for speed purposes, so now it can run SLE algorithms in Matlab. https://www.mathworks.com/matlabcentral/fileexchange/63415-fast-sle-algorithm
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