List questions from stochastic-calculus

Published on 26 Mar 2026 - 4:50

76

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Probabilistic solution of Hydrogen atom PDE?

Published on 27 Mar 2026 - 6:09

46

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Approximate a continuous functions with $C^\infty$ functions in uniform norm.

Published on 25 Jan 2019 - 11:06

392

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Expected Value of an expression including error function

Published on 25 Jan 2019 - 15:55

238

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If $W_t$ is a Wiener process, what is $ \operatorname{Var}(W_t+W_s)$?

Published on 26 Mar 2026 - 21:10

688

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Solution to stochastic differential equation $dY = YdW$, where $Y(0)=1$?

Published on 26 Mar 2026 - 3:11

848

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Comparison of five books on Measure Theoretic Probability.

Published on 27 Jan 2019 - 17:39

30

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Existence of a unique solution of $dX_t=X_tB_tdB_t+X_tB_tdt, X_0=1$

Published on 26 Mar 2026 - 21:14

30

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Understanding the definition of a measurable function

Published on 29 Jan 2019 - 0:57

153

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Estimate for the distance from the initial value of a strong solution of an SDE

Published on 25 Mar 2026 - 6:30

1k

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Quadratic Covariation of an Increasing Process with another Process is 0

Published on 27 Mar 2026 - 18:14

101

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Show $\text P\left[|X^x_t|<r\right]\xrightarrow{|x|\to\infty}0$ for strong solutions of SDEs

Published on 25 Mar 2026 - 8:10

699

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How to prove that the process $Y_t$ is martingale?

Published on 23 Feb 2026 - 2:46

273

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On infinitesimal generator when the volatility of Brownian motion is given as a function of time

Published on 25 Mar 2026 - 21:36

231

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Current price of a European call option

Published on 26 Mar 2026 - 6:30

List Question

Applying Ito's formula to $D^x(t)=(\partial/\partial x)S(t)$

Probabilistic solution of Hydrogen atom PDE?

Approximate a continuous functions with $C^\infty$ functions in uniform norm.

Expected Value of an expression including error function

If $W_t$ is a Wiener process, what is $ \operatorname{Var}(W_t+W_s)$?

Solution to stochastic differential equation $dY = YdW$, where $Y(0)=1$?

Comparison of five books on Measure Theoretic Probability.

Existence of a unique solution of $dX_t=X_tB_tdB_t+X_tB_tdt, X_0=1$

Understanding the definition of a measurable function

Estimate for the distance from the initial value of a strong solution of an SDE

Quadratic Covariation of an Increasing Process with another Process is 0

Show $\text P\left[|X^x_t|<r\right]\xrightarrow{|x|\to\infty}0$ for strong solutions of SDEs

How to prove that the process $Y_t$ is martingale?

On infinitesimal generator when the volatility of Brownian motion is given as a function of time

Current price of a European call option

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