List questions from stochastic-calculus

Published on 25 Mar 2026 - 17:24

108

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Markov semigroup for normal distributed kernels

Published on 25 Mar 2026 - 23:35

349

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Expectation and Variance of Modified Geometric Brownian Motion

Published on 20 Dec 2018 - 23:20

299

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Maximal inequality for the Itō integral

Published on 25 Mar 2026 - 22:09

62

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Integral representation of a stochastic differential equation

Published on 25 Mar 2026 - 22:09

374

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If $(X^x_t)$ is the stochastic flow generated by a SDE and $(X_t)$ is the strong solution with $X_0=ξ$, is $X_t=X^ξ_t$ for all $t$ a.s.?

Published on 25 Mar 2026 - 4:59

78

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How to decrease number of noises in stochastic differential equation

Published on 25 Mar 2026 - 6:26

68

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Covariation of two processes

Published on 25 Mar 2026 - 23:36

101

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Integrability in Dynkin's formula

Published on 26 Mar 2026 - 16:03

1.1k

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If $ S_t $ follows a log-normal Brownian motion, what SDE does the square of $ S_t $ follow?

Published on 26 Mar 2026 - 16:10

45

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Definition of the conditional expectation operator $E^Q_{t,z}$?

Published on 26 Dec 2018 - 13:22

202

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Nonlinear term in the KPZ equation

Published on 25 Mar 2026 - 6:26

97

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What is an Itô integral, what does it represent concretely?

Published on 29 Dec 2018 - 11:05

84

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Question about Square Integrable Semimartingale

Published on 29 Dec 2018 - 17:45

54

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What is $E[W_t ^2 e^{(\mu W_t - \frac{\sigma^2}{2}t)}]$?

Published on 31 Dec 2018 - 0:01

List Question

How to quickly resolve a value from noise around a signal?

Markov semigroup for normal distributed kernels

Expectation and Variance of Modified Geometric Brownian Motion

Maximal inequality for the Itō integral

Integral representation of a stochastic differential equation

If $(X^x_t)$ is the stochastic flow generated by a SDE and $(X_t)$ is the strong solution with $X_0=ξ$, is $X_t=X^ξ_t$ for all $t$ a.s.?

How to decrease number of noises in stochastic differential equation

Covariation of two processes

Integrability in Dynkin's formula

If $ S_t $ follows a log-normal Brownian motion, what SDE does the square of $ S_t $ follow?

Definition of the conditional expectation operator $E^Q_{t,z}$?

Nonlinear term in the KPZ equation

What is an Itô integral, what does it represent concretely?

Question about Square Integrable Semimartingale

What is $E[W_t ^2 e^{(\mu W_t - \frac{\sigma^2}{2}t)}]$?

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