Question

Evaluating the stochastic integral of Brownian motion without using Ito's formula?

score 612 · Answer 1 · 2026-04-09 12:21:00

612

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Evaluating the stochastic integral of Brownian motion without using Ito's formula?

Published on 09 Apr 2026 - 12:21

score 46 · Answer 2 · 2026-04-13 17:43:04

46

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Sample continuity of Brownian motion and Donsker's theorem

Published on 13 Apr 2026 - 17:43

score 838 · Answer 3 · 2026-04-15 05:35:27

838

Views

To prove that a Brownian motion is a martingale

Published on 15 Apr 2026 - 5:35

score 2.5k · Answer 4 · 2026-05-10 13:51:27

2.5k

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Some questions on the details of an integration of Brownian Motion Against itself

Published on 10 May 2026 - 13:51

score 505 · Answer 5 · 2026-05-10 14:56:42

505

Views

Assumptions for stochastic Fubini's theorem for Brownian Motion

Published on 10 May 2026 - 14:56

score 123 · Answer 6 · 2026-04-29 12:44:06

123

Views

Question about a particular limit in proof of Ito's lemma

Published on 29 Apr 2026 - 12:44

score 2.3k · Answer 7 · 2026-04-13 19:57:52

2.3k

Views

Sum of two correlated geometric Brownian motions

Published on 13 Apr 2026 - 19:57

score 175 · Answer 8 · 2026-04-29 12:43:37

175

Views

How to represent $ \int_0^t B_s \, dB_s$ as the limit of a discrete sum?

Published on 29 Apr 2026 - 12:43

score 127 · Answer 9 · 2026-04-14 04:38:24

127

Views

Find $E(X_t)$ for 3 differentials $dX_t$

Published on 14 Apr 2026 - 4:38

score 139 · Answer 10 · 2026-04-09 11:35:57

139

Views

Understanding the difference between the principal components construction and the Karhunen-Loeve expansion.

Published on 09 Apr 2026 - 11:35

score 84 · Answer 11 · 2026-04-11 03:43:09

84

Views

What is the negative of a distribution?

Published on 11 Apr 2026 - 3:43

score 38 · Answer 12 · 2026-04-15 04:25:19

38

Views

Probability of $\int_{0}^{t} W(s)ds <y$ conditional on W(t)=x

Published on 15 Apr 2026 - 4:25

score 82 · Answer 13 · 2026-04-10 06:14:33

82

Views

Properties of the Noise in the first hitting problems of Brownian motion

Published on 10 Apr 2026 - 6:14

score 404 · Answer 14 · 2026-04-29 12:41:15

404

Views

How would the stochastic integral $\int_0^1 2W_t \hspace{1mm} dW_t$ be distributed?

Published on 29 Apr 2026 - 12:41

score 97 · Answer 15 · 2026-04-13 18:09:39

97

Views

independence of 1-dimensional brownian motions proof (Oksendal SDE Exercise 2.11)

Published on 13 Apr 2026 - 18:09

List Question

Evaluating the stochastic integral of Brownian motion without using Ito's formula?

Sample continuity of Brownian motion and Donsker's theorem

To prove that a Brownian motion is a martingale

Some questions on the details of an integration of Brownian Motion Against itself

Assumptions for stochastic Fubini's theorem for Brownian Motion

Question about a particular limit in proof of Ito's lemma

Sum of two correlated geometric Brownian motions

How to represent $ \int_0^t B_s \, dB_s$ as the limit of a discrete sum?

Find $E(X_t)$ for 3 differentials $dX_t$

Understanding the difference between the principal components construction and the Karhunen-Loeve expansion.

What is the negative of a distribution?

Probability of $\int_{0}^{t} W(s)ds <y$ conditional on W(t)=x

Properties of the Noise in the first hitting problems of Brownian motion

How would the stochastic integral $\int_0^1 2W_t \hspace{1mm} dW_t$ be distributed?

independence of 1-dimensional brownian motions proof (Oksendal SDE Exercise 2.11)

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