List questions from stochastic-calculus

Published on 24 Mar 2026 - 22:12

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Exit time of a stochastic process defined by a SDE

Published on 24 Mar 2026 - 22:12

184

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Expected value of Brownian motion when it is less that a given number:$E[W_t\mathbb{1}_{(W_t \leq a)}] $

Published on 25 Mar 2026 - 16:14

38

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Can this function: $\int_0^t({B_s}^2+s)^2$ $ds$ be simplified any further using Ito's Lemma or other methods?

Published on 25 Mar 2026 - 6:03

83

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Conditions for almost surely convergent to 0

Published on 11 Jun 2018 - 12:17

107

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Differentiability of a continuous local martingale with a spatial parameter

Published on 22 Mar 2026 - 1:58

30

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Jumping times on Borel sets away from zero are stopping times

Published on 25 Mar 2026 - 6:03

93

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Solutions of a diffusion equation in terms of a linear combination of the variables

Published on 12 Jun 2018 - 16:54

405

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How to apply Ito formula to represent a stochastic process as an Ito process

Published on 25 Mar 2026 - 17:45

872

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What topics I need to cover in order to understand Black Scholes Option Pricing Model?

Published on 13 Jun 2018 - 13:32

83

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Ito's isometry vs statistics for the same problem

Published on 25 Mar 2026 - 10:59

287

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How to argue that the expectation of the quadratic variation of an integral of brownian motion is finite.

Published on 25 Mar 2026 - 17:44

7k

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Quadratic variation of ito integral

Published on 22 Mar 2026 - 8:34

199

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Showing an integral is well-defined

Published on 25 Mar 2026 - 11:00

403

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A process that has zero drift term containing itself in dB term

Published on 22 Mar 2026 - 21:28

List Question

Show that this stochastic process is a.s. strictly positive.

Exit time of a stochastic process defined by a SDE

Expected value of Brownian motion when it is less that a given number:$E[W_t\mathbb{1}_{(W_t \leq a)}] $

Can this function: $\int_0^t({B_s}^2+s)^2$ $ds$ be simplified any further using Ito's Lemma or other methods?

Conditions for almost surely convergent to 0

Differentiability of a continuous local martingale with a spatial parameter

Jumping times on Borel sets away from zero are stopping times

Solutions of a diffusion equation in terms of a linear combination of the variables

How to apply Ito formula to represent a stochastic process as an Ito process

What topics I need to cover in order to understand Black Scholes Option Pricing Model?

Ito's isometry vs statistics for the same problem

How to argue that the expectation of the quadratic variation of an integral of brownian motion is finite.

Quadratic variation of ito integral

Showing an integral is well-defined

A process that has zero drift term containing itself in dB term

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