List questions from stochastic-calculus

98

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I want Find $d(\frac{X(t)}{Y(t)})$ where $B(t)$ is a brownian motion and $X(t)=tB (t)$ and $Y(t)=e^{B(t)}$.

Published on 16 Apr 2026 - 11:43

96

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$B(t)$ is brownian motion. I want Find $d(M(t))^2$,where $M(t)=e^{B(t)-\frac{t}{2}}$,

Published on 16 Apr 2026 - 7:33

115

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Queueing model - expected outflow

Published on 14 Apr 2026 - 9:40

372

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Ito Integral surjective?

Published on 12 Apr 2026 - 16:08

211

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Distribution of stochastic integral in small time

Published on 16 Apr 2026 - 19:56

1.1k

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The most general version of Ito's lemma

Published on 14 Apr 2026 - 2:19

66

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About an application of Itô's lemma

Published on 08 Apr 2026 - 18:04

137

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A stochastic integral computed using Itô's lemma

Published on 12 Apr 2026 - 8:34

41

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Meaning of my calculation card game

Published on 16 Apr 2026 - 15:33

3.1k

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Expectation of stochastic integrals related to Brownian Motion

Published on 14 Apr 2026 - 16:53

1.1k

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How to solve $\mathrm dX(t)=B(t)X(t)\mathrm dt+B(t)X(t)\mathrm dB(t)$ with condition $X(0)=1$?

Published on 19 Apr 2026 - 4:58

638

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Let $X(t)=(1-t)\int_{0}^{t}\frac{dB(s)}{1-s}$ I want find $dX(t)$

Published on 17 Apr 2026 - 2:30

207

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How to show $Y(t)=\ln(\frac{X(t)}{1-X(t)})$ has a constant diffusion coefficient

Published on 15 Apr 2026 - 0:22

228

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Stochastic differential equation for $Y(t)=\sqrt{X(t)}$

Published on 11 Apr 2026 - 17:10

168

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What is wrong with my example where the Itô Integral and Riemann-Stieltjes Integral don't coincide?

Published on 13 Apr 2026 - 16:14

List Question

I want Find $d(\frac{X(t)}{Y(t)})$ where $B(t)$ is a brownian motion and $X(t)=tB (t)$ and $Y(t)=e^{B(t)}$.

$B(t)$ is brownian motion. I want Find $d(M(t))^2$,where $M(t)=e^{B(t)-\frac{t}{2}}$,

Queueing model - expected outflow

Ito Integral surjective?

Distribution of stochastic integral in small time

The most general version of Ito's lemma

About an application of Itô's lemma

A stochastic integral computed using Itô's lemma

Meaning of my calculation card game

Expectation of stochastic integrals related to Brownian Motion

How to solve $\mathrm dX(t)=B(t)X(t)\mathrm dt+B(t)X(t)\mathrm dB(t)$ with condition $X(0)=1$?

Let $X(t)=(1-t)\int_{0}^{t}\frac{dB(s)}{1-s}$ I want find $dX(t)$

How to show $Y(t)=\ln(\frac{X(t)}{1-X(t)})$ has a constant diffusion coefficient

Stochastic differential equation for $Y(t)=\sqrt{X(t)}$

What is wrong with my example where the Itô Integral and Riemann-Stieltjes Integral don't coincide?

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