List questions from stochastic-calculus

Published on 12 Apr 2026 - 9:06

176

Views

Paley-Wiener-Zigmund Integral definition

Published on 11 Apr 2026 - 8:08

75

Views

Semimartingales and continuously differentiable functions

Published on 12 Apr 2026 - 12:49

235

Views

Brownian motion reflection principle (hitting probabilities conditioned on path)

Published on 12 Apr 2026 - 5:35

145

Views

If $M_t$ is a martingale, when $\frac{1}{M_t}$ be a sub-martingale?

Published on 15 Apr 2026 - 18:52

263

Views

Making Sense of Independent Increments Proving The Martingale Property

Published on 12 Apr 2026 - 12:58

98

Views

Stochastic Integration: Riemann Sums

Published on 14 Apr 2026 - 4:24

3k

Views

Ito isometry proof

Published on 14 Apr 2026 - 15:36

596

Views

Quadratic variation of Ito integral : Relationship between Ito Integral and Brownian Motion

Published on 09 Apr 2026 - 7:59

342

Views

Derivation of Black-Scholes Equation: Why $d(\Delta S) = \Delta dS$

Published on 12 Apr 2026 - 21:52

219

Views

Reference for Poisson point process

Published on 12 Apr 2026 - 15:12

121

Views

Distribution of $X_t=\mathbb{E}(B_1\mathbb{I}_{|B_1|\geq1}-B_1\mathbb{I}_{|B_1|<1}|\mathcal{F}_t)$?

Published on 16 Apr 2026 - 23:19

736

Views

Applying Multivariate Ito's Lemma

Published on 12 Apr 2026 - 1:50

53

Views

Karatzas&Shreve 5.4.33 - Equivalence of Three Local Martingales

Published on 16 Apr 2026 - 0:49

33

Views

What is $var[X(0)+X(0.5)]$, where $X(t)$ is a stationary process?

Published on 15 Apr 2026 - 13:12

List Question

Filtration generated by solutions of SDE driven by a diffusion

Paley-Wiener-Zigmund Integral definition

Semimartingales and continuously differentiable functions

Brownian motion reflection principle (hitting probabilities conditioned on path)

If $M_t$ is a martingale, when $\frac{1}{M_t}$ be a sub-martingale?

Making Sense of Independent Increments Proving The Martingale Property

Stochastic Integration: Riemann Sums

Ito isometry proof

Quadratic variation of Ito integral : Relationship between Ito Integral and Brownian Motion

Derivation of Black-Scholes Equation: Why $d(\Delta S) = \Delta dS$

Reference for Poisson point process

Distribution of $X_t=\mathbb{E}(B_1\mathbb{I}_{|B_1|\geq1}-B_1\mathbb{I}_{|B_1|<1}|\mathcal{F}_t)$?

Applying Multivariate Ito's Lemma

Karatzas&Shreve 5.4.33 - Equivalence of Three Local Martingales

What is $var[X(0)+X(0.5)]$, where $X(t)$ is a stationary process?

Trending Questions

Popular # Hahtags

Popular Questions