List questions from stochastic-calculus

Published on 16 Apr 2026 - 0:29

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Economics simplification of stochastic transition of capital

Published on 10 Apr 2026 - 18:08

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Levy's theorem?

Published on 09 Apr 2026 - 21:15

371

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general semimartingale theory

Published on 11 Apr 2026 - 8:50

224

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Why all previsible processes are also optional?

Published on 13 Apr 2026 - 0:03

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Analogue of Leibniz Rule for Stochastic Integrals

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superlinear and convex function

Published on 11 Apr 2026 - 14:59

5.2k

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Applying Ito formula to the Brownian bridge

Published on 09 Apr 2026 - 18:58

329

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Second order linear partial differential equation: $\partial_t u(t,x)+\frac12 \partial_{x,x} u(t,x)+u(t,x)v(x)=0$

Published on 23 Apr 2026 - 10:41

17.5k

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Where to begin in approaching Stochastic Calculus?

Published on 12 Apr 2026 - 10:42

350

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Rephrasing a Stochastic Process as a Stochastic Differential Equation

Published on 17 Apr 2026 - 9:56

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Itō Integral has expectation zero

Published on 17 Apr 2026 - 0:14

3.4k

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Min of two stopping times is also a stopping time.

Published on 23 Apr 2026 - 10:43

793

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Derive an SDE for $B^2(t)$, where $B(t)$ is standard Brownian Motion

Published on 14 Apr 2026 - 18:21

48

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Integrating $d(e^{-ut}X(t))$, where $X(t)$ is stochastic.

Published on 23 Apr 2026 - 15:09

List Question

If $S_{t}$ satisfies $dS_{t}=\frac{1}{S_{t}}1_{(S_{t}>0)}dB_{t}$, will $S_{t}$ be a martingale?

Economics simplification of stochastic transition of capital

Levy's theorem?

general semimartingale theory

Why all previsible processes are also optional?

Analogue of Leibniz Rule for Stochastic Integrals

superlinear and convex function

Applying Ito formula to the Brownian bridge

Second order linear partial differential equation: $\partial_t u(t,x)+\frac12 \partial_{x,x} u(t,x)+u(t,x)v(x)=0$

Where to begin in approaching Stochastic Calculus?

Rephrasing a Stochastic Process as a Stochastic Differential Equation

Itō Integral has expectation zero

Min of two stopping times is also a stopping time.

Derive an SDE for $B^2(t)$, where $B(t)$ is standard Brownian Motion

Integrating $d(e^{-ut}X(t))$, where $X(t)$ is stochastic.

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