List questions from stochastic-calculus

Published on 09 Apr 2026 - 0:46

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What is a semigroup in stochastic analysis?

Published on 09 Apr 2026 - 5:02

77

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Kinetic Fokker-Planck Equation vs Kramers Equation

Published on 11 Apr 2026 - 3:12

1.1k

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Solving a partial differential equation (Feynman-Kac )

Published on 10 Apr 2026 - 12:08

349

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Intuitive difference between $\int_0^T W_s ds $ and $\int_0^T W_t dW_t $

Published on 15 Apr 2026 - 16:33

220

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Why do we need Ito's integrals?

Published on 13 Apr 2026 - 3:38

480

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Asymptotic behaviour of integral. How should I proceed?

Published on 13 Apr 2026 - 6:04

40

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trying to understand Taylor expansion in an article

Published on 12 Apr 2026 - 3:59

942

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What's the relationship between quadratic covariation and covariance in two Itô process?

Published on 12 Apr 2026 - 11:52

87

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How to prove that $X^\varepsilon $ is tight where $dX_t^\varepsilon =b(X_t^\varepsilon )dt+\varepsilon \sigma (X_t^\varepsilon )dW_t$?

Published on 15 Apr 2026 - 7:15

35

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Why does this equality with a Big-Oh in a sum hold?

Published on 13 Apr 2026 - 6:48

58

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Use Kac-Rice to find expected number of zero-crossings of the process $X_t := \alpha |Z_1| - t\|Z\|^2/m$, $Z \sim N(0, I_m)$

Published on 16 Apr 2026 - 19:21

48

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Random variable in $L^p$ implies random variable in $L^1$

Published on 16 Apr 2026 - 4:58

221

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Let $X_t$ be an Ornstein Uhlenbeck process. Is $X_t - \frac{1}{2} \int_o^{t} X_u du$ a Brownian motion?

Published on 24 Apr 2026 - 16:26

76

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Bacteria branching process

Published on 09 Apr 2026 - 11:59

List Question

How to solve this PDE with Feynman Kac formula?

What is a semigroup in stochastic analysis?

Kinetic Fokker-Planck Equation vs Kramers Equation

Solving a partial differential equation (Feynman-Kac )

Intuitive difference between $\int_0^T W_s ds $ and $\int_0^T W_t dW_t $

Why do we need Ito's integrals?

Asymptotic behaviour of integral. How should I proceed?

trying to understand Taylor expansion in an article

What's the relationship between quadratic covariation and covariance in two Itô process?

How to prove that $X^\varepsilon $ is tight where $dX_t^\varepsilon =b(X_t^\varepsilon )dt+\varepsilon \sigma (X_t^\varepsilon )dW_t$?

Why does this equality with a Big-Oh in a sum hold?

Use Kac-Rice to find expected number of zero-crossings of the process $X_t := \alpha |Z_1| - t\|Z\|^2/m$, $Z \sim N(0, I_m)$

Random variable in $L^p$ implies random variable in $L^1$

Let $X_t$ be an Ornstein Uhlenbeck process. Is $X_t - \frac{1}{2} \int_o^{t} X_u du$ a Brownian motion?

Bacteria branching process

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