List questions from stochastic-calculus

Published on 22 Apr 2026 - 10:45

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Continuous Everywhere

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linear combination of two Wiener processes

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Show that $Z_t = Z_0 \exp\left( \mu t + X_t \right)$ is well defined where $X_t$ is a Jump process (Lévy process)

Published on 16 Apr 2026 - 10:27

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Ito Isometry and quadratic variation

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635

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Stochastic Calc

Published on 14 Apr 2026 - 13:21

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Why $\mathbb E \left[ \exp (u X_t )\right] < \infty$ if and only if $\int_{|z|>1} e^{uz} ~\nu(dz) < \infty$ for a Lévy process?

Published on 14 Apr 2026 - 21:29

634

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Conditional expectation of a stochastic exponential

Published on 13 Apr 2026 - 6:45

402

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Brownian motion integral

Published on 12 Apr 2026 - 16:55

925

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Convergence to Brownian motion integral

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Can we prove directly that $M_t$ is a martingale

Published on 15 Apr 2026 - 4:27

73

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Stochastic Processes Question

Published on 10 Apr 2026 - 9:52

2k

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Multidimensional infinitesimal generator of a jump-diffusion

Published on 12 Apr 2026 - 19:57

849

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Solving Forward Equation

Published on 11 Apr 2026 - 11:10

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Wiener process and joint distribution of $M_t$ and $W_t$

Published on 16 Apr 2026 - 11:25

List Question

Bell Numbers: How to put EGF $e^{e^x-1}$ into a series?

Continuous Everywhere

linear combination of two Wiener processes

Show that $Z_t = Z_0 \exp\left( \mu t + X_t \right)$ is well defined where $X_t$ is a Jump process (Lévy process)

Ito Isometry and quadratic variation

Stochastic Calc

Why $\mathbb E \left[ \exp (u X_t )\right] < \infty$ if and only if $\int_{|z|>1} e^{uz} ~\nu(dz) < \infty$ for a Lévy process?

Conditional expectation of a stochastic exponential

Brownian motion integral

Convergence to Brownian motion integral

Can we prove directly that $M_t$ is a martingale

Stochastic Processes Question

Multidimensional infinitesimal generator of a jump-diffusion

Solving Forward Equation

Wiener process and joint distribution of $M_t$ and $W_t$

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