Question

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

score 609 · Answer 1 · 2018-03-10 21:50:25

609

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

Published on 10 Mar 2018 - 21:50

score 43 · Answer 2 · 2018-03-11 00:08:29

43

Views

Sample continuity of Brownian motion and Donsker's theorem

Published on 11 Mar 2018 - 0:08

score 835 · Answer 3 · 2018-03-11 13:33:50

835

Views

To prove that a Brownian motion is a martingale

Published on 11 Mar 2018 - 13:33

score 2.5k · Answer 4 · 2018-03-11 20:34:30

2.5k

Views

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

Published on 11 Mar 2018 - 20:34

score 501 · Answer 5 · 2018-03-13 16:03:58

501

Views

Assumptions for stochastic Fubini's theorem for Brownian Motion

Published on 13 Mar 2018 - 16:03

score 120 · Answer 6 · 2026-03-15 15:03:20

120

Views

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

Published on 15 Mar 2026 - 15:03

score 2.3k · Answer 7 · 2018-03-16 18:40:05

2.3k

Views

Sum of two correlated geometric Brownian motions

Published on 16 Mar 2018 - 18:40

score 170 · Answer 8 · 2018-03-17 13:23:08

170

Views

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

Published on 17 Mar 2018 - 13:23

score 124 · Answer 9 · 2018-03-19 19:28:36

124

Views

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

Published on 19 Mar 2018 - 19:28

score 136 · Answer 10 · 2018-03-21 13:34:57

136

Views

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

Published on 21 Mar 2018 - 13:34

score 79 · Answer 11 · 2018-03-21 19:24:48

79

Views

What is the negative of a distribution?

Published on 21 Mar 2018 - 19:24

score 35 · Answer 12 · 2018-03-22 01:57:18

35

Views

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

Published on 22 Mar 2018 - 1:57

score 79 · Answer 13 · 2018-03-23 08:57:26

79

Views

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

Published on 23 Mar 2018 - 8:57

score 399 · Answer 14 · 2026-03-24 20:32:13

399

Views

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

Published on 24 Mar 2026 - 20:32

score 94 · Answer 15 · 2018-03-23 20:59:01

94

Views

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

Published on 23 Mar 2018 - 20:59

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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