List questions from stochastic-calculus

Published on 09 Apr 2026 - 2:36

123

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Brownian Motion Hitting Time of functions $y=t$ and $y=t^2$

Published on 16 Apr 2026 - 2:39

509

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On the proof of the Stochastic Exponential by Protter (Thm 37 of Ch 2)

Published on 15 Apr 2026 - 9:06

135

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Using Ito calculus to show $d(\frac{1}{3} W_t^3) = W_t^2 dW_t + W_t dt$

Published on 16 Apr 2026 - 12:18

868

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Using Ito calculus to prove that $\int_0^t W_s^2dW_s = \frac{1}{3} W_t^3 - \int_0^t W_s d_s$

Published on 15 Apr 2026 - 20:27

40

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Probability density of a function x

Published on 08 Apr 2026 - 19:23

54

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Martingales as integrators

Published on 13 Apr 2026 - 13:45

55

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ito formula apply to integral

Published on 09 Apr 2026 - 18:31

142

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Understanding the construction of the smallest filtration making a random time a stopping time from Protter

Published on 18 Apr 2026 - 22:35

31

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Determining the change in $P(t)$ over the infinitesimal time $dt$

Published on 13 Apr 2026 - 5:44

44

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Itô's Integral effect in martingales

Published on 11 Apr 2026 - 21:48

266

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Exit and hitting times for the Bessel process $\textrm{d}X_t=\frac{n-1}2\frac{\textrm{d}t}{X_t}+\textrm{d}B_t$

Published on 16 Apr 2026 - 22:48

266

Views

A cadlag predictable finite variation process is of locally integrable variation?

Published on 11 Apr 2026 - 12:40

143

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What are necessary to study about Schramm Loewner evolution?

Published on 09 Apr 2026 - 7:18

105

Views

continuity of coefficients imply uniqueness in law of the solutions of an sde?

Published on 13 Apr 2026 - 21:50

List Question

How to find equation of both parallel planes

Brownian Motion Hitting Time of functions $y=t$ and $y=t^2$

On the proof of the Stochastic Exponential by Protter (Thm 37 of Ch 2)

Using Ito calculus to show $d(\frac{1}{3} W_t^3) = W_t^2 dW_t + W_t dt$

Using Ito calculus to prove that $\int_0^t W_s^2dW_s = \frac{1}{3} W_t^3 - \int_0^t W_s d_s$

Probability density of a function x

Martingales as integrators

ito formula apply to integral

Understanding the construction of the smallest filtration making a random time a stopping time from Protter

Determining the change in $P(t)$ over the infinitesimal time $dt$

Itô's Integral effect in martingales

Exit and hitting times for the Bessel process $\textrm{d}X_t=\frac{n-1}2\frac{\textrm{d}t}{X_t}+\textrm{d}B_t$

A cadlag predictable finite variation process is of locally integrable variation?

What are necessary to study about Schramm Loewner evolution?

continuity of coefficients imply uniqueness in law of the solutions of an sde?

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