Correction* (n-1)/x

There have been papers written on this specifically the case of 5n+1 as apposed to 3n+1

]]>Clayton I saw your video. You are on the right train until the very last part where you assume that the same pattern for the Collatz translates to (xn-1)/x. But if you have continued searching for a clear solution you’ve probably caught this by now since the video was posted 8 months ago.

So you’ve basically clarified the Collatz Conjecture in your video which is the first step. What the world is waiting for is a proof. Observing a pattern doesn’t guarantee said pattern will continue to infinite. This needs to be proven.

Best of luck.

]]>who can solve the equation dxt=(Q1- Q2 ) xt dt+ Q3 dwt by using change measure ]]>

Dear almost sure，

You get the second part of convergence in probability using integration by part. Why you can write it in that way since what I thought was it is derived by the ito formula right?

]]>I have a more generic question here about your construction of the stochastic integral in this blog. The whole approach seems to be restricted to one-dimensional semi-martingales, and thus a priori does not cover vector stochastic integration, since it cannot simply be defined directly from the one-dimensional case.

I haven’t tried to check if there were places where you crucially needed the one-dimension assumption, but I was wondering if this was done for simplicity, and you expect that everything can be extended mutatis mutandis, or if there may be some parts where you already suspect the construction would fail.

Thanks a lot!

]]>Greestings! ]]>