List questions from stochastic-calculus

Published on 12 Apr 2026 - 0:05

228

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Reference for stochastic calculus with jumps

Published on 19 Jan 2016 - 21:46

159

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How can we desribe a particle whose motion is perturbed by a random forcing using a stochastic partial differential equation?

Published on 03 Apr 2026 - 5:32

213

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Tower property of conditional expectations - Application Question

Published on 11 Apr 2026 - 6:48

528

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self financing strategy

Published on 09 Apr 2026 - 0:21

70

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Show that for every $p >0$, $E[\sup \limits_{t \leq L_n} |R_n(t)-t|^p]=O(n^{-p/2})$

Published on 30 Mar 2026 - 1:52

158

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Counterintuitive result on quadratic variation

Published on 12 Apr 2026 - 0:02

135

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HJM model - Differentiation Problem

Published on 12 Apr 2026 - 8:08

134

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Why can the solution of a SPDE $\partial_tu(t,x)=\cdots$ be viewed as a stochastic process indexed by $t$ with values in a space of functions of $x$?

Published on 09 Apr 2026 - 18:23

84

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Why does there exist a right continuous version of the supermartingale $\{P(L >u \vert F_u),u \geq 0)\}$

Published on 06 Apr 2026 - 3:44

434

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Malliavin derivative under change of measure

Published on 09 Apr 2026 - 16:10

344

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Showing martingale, submartingale or supermartingale with log

Published on 06 Apr 2026 - 3:38

815

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Martingale Poisson

Published on 10 Apr 2026 - 4:36

32

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How to arrive the following results?

Published on 26 Jan 2016 - 8:38

138

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Are stopping times the same?

Published on 30 Mar 2026 - 3:35

List Question

Characterization of point process, given the number of points

Reference for stochastic calculus with jumps

How can we desribe a particle whose motion is perturbed by a random forcing using a stochastic partial differential equation?

Tower property of conditional expectations - Application Question

self financing strategy

Show that for every $p >0$, $E[\sup \limits_{t \leq L_n} |R_n(t)-t|^p]=O(n^{-p/2})$

Counterintuitive result on quadratic variation

HJM model - Differentiation Problem

Why can the solution of a SPDE $\partial_tu(t,x)=\cdots$ be viewed as a stochastic process indexed by $t$ with values in a space of functions of $x$?

Why does there exist a right continuous version of the supermartingale $\{P(L >u \vert F_u),u \geq 0)\}$

Malliavin derivative under change of measure

Showing martingale, submartingale or supermartingale with log

Martingale Poisson

How to arrive the following results?

Are stopping times the same?

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