Question

Stochastic calculus based on non-Brownian motion, or other-than-normal distributions

score 898 · Answer 1 · 2017-03-29 08:57:39

898

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Stochastic calculus based on non-Brownian motion, or other-than-normal distributions

Published on 29 Mar 2017 - 8:57

score 222 · Answer 2 · 2017-03-29 14:05:33

222

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What's wrong with this application of Ito's lemma?

Published on 29 Mar 2017 - 14:05

score 1.1k · Answer 3 · 2017-03-29 14:42:46

1.1k

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intuitive explanation of Doleans exponential of Brownian motion

Published on 29 Mar 2017 - 14:42

score 158 · Answer 4 · 2017-03-29 16:59:06

158

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What is wrong with this stochastic calculus derivation?

Published on 29 Mar 2017 - 16:59

score 74 · Answer 5 · 2017-03-29 18:20:48

74

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Stochastic integral: quadratic variation and notion of convergence

Published on 29 Mar 2017 - 18:20

score 68 · Answer 6 · 2017-03-30 01:06:42

68

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What is the difference between sup P{|x(t)|>a}=0 and P{sup |x(t)|>a}=0

Published on 30 Mar 2017 - 1:06

score 395 · Answer 7 · 2017-03-31 03:40:42

395

Views

Expected amount of time in a state of a CTMC?

Published on 31 Mar 2017 - 3:40

score 312 · Answer 8 · 2017-03-31 23:37:19

312

Views

A problem with application of d Chapman-Kolmogorov differential equation

Published on 31 Mar 2017 - 23:37

score 58 · Answer 9 · 2017-04-02 08:18:05

58

Views

Intuition behind this inverse image notation on measure theory.

Published on 02 Apr 2017 - 8:18

score 15 · Answer 10 · 2026-03-05 16:39:30

15

Views

Why is the the following vector subspace($H$) of $L^2(\Omega, \mathcal{F}_{\infty}^B,\mathbb{P})$ closed?

Published on 05 Mar 2026 - 16:39

score 693 · Answer 11 · 2026-03-29 21:35:03

693

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Stochastic Integration $ \int_0^T W^2 ds $

Published on 29 Mar 2026 - 21:35

score 2.8k · Answer 12 · 2017-04-03 17:43:38

2.8k

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Proving that the natural filtration of Brownian motion (not augmented) is not right-continuous

Published on 03 Apr 2017 - 17:43

score 223 · Answer 13 · 2026-03-29 21:37:37

223

Views

Extending a property of Ito integrals of elementary functions

Published on 29 Mar 2026 - 21:37

score 416 · Answer 14 · 2026-03-30 10:18:11

416

Views

Relation between infinitesimal generator and transition density

Published on 30 Mar 2026 - 10:18

score 1k · Answer 15 · 2017-04-04 23:06:42

1k

Views

the price of the European call option

Published on 04 Apr 2017 - 23:06

List Question

Stochastic calculus based on non-Brownian motion, or other-than-normal distributions

What's wrong with this application of Ito's lemma?

intuitive explanation of Doleans exponential of Brownian motion

What is wrong with this stochastic calculus derivation?

Stochastic integral: quadratic variation and notion of convergence

What is the difference between sup P{|x(t)|>a}=0 and P{sup |x(t)|>a}=0

Expected amount of time in a state of a CTMC?

A problem with application of d Chapman-Kolmogorov differential equation

Intuition behind this inverse image notation on measure theory.

Why is the the following vector subspace($H$) of $L^2(\Omega, \mathcal{F}_{\infty}^B,\mathbb{P})$ closed?

Stochastic Integration $ \int_0^T W^2 ds $

Proving that the natural filtration of Brownian motion (not augmented) is not right-continuous

Extending a property of Ito integrals of elementary functions

Relation between infinitesimal generator and transition density

the price of the European call option

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