List questions from stochastic-calculus

Published on 11 Apr 2026 - 20:57

39

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Outer-measure and negligible set

Published on 04 May 2026 - 20:37

88

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State constraint on stochastic optimal control

Published on 11 Apr 2026 - 14:12

55

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Probability of winning a bet when invest half every time

Published on 17 Apr 2026 - 12:12

62

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Stochastic integral without Itô's formula

Published on 08 Apr 2026 - 10:36

46

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Is the following statement about the probability measure true?

Published on 11 Apr 2026 - 13:26

48

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Optimal choice of the sum

Published on 12 Apr 2026 - 9:40

91

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Stability of trivial solution to a stochastic differential equation

Published on 09 Apr 2026 - 23:50

78

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If $M_t= M_0 + \int_0^t Y_s d B_s$ is an $L^2$ martingale on $[0,1]$, why is $E\left[\int_0^1 Y_s^2 ds\right] = E[M_1 B_1 - M_0 B_0]$

Published on 16 Apr 2026 - 10:42

36

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Stochastic differential notation in Standard Brownian Market Models

Published on 12 Apr 2026 - 20:45

109

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Expectation of Wiener Measure

Published on 17 Apr 2026 - 15:07

48

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How Equal-Maturity Option Prices Vary with strike

Published on 09 Apr 2026 - 5:01

254

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Karatzas and Shreve Exercise 1.8: If paths of process $X$ are RCLL almost surely, show that $A$ can fail to be in $\mathscr{F}_{t_0}^X$

Published on 15 Apr 2026 - 23:42

1k

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How to solve the simple Ito (stochastic) integral over Brownian motion via the Ito formula?

Published on 10 Apr 2026 - 1:11

547

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Linear SDE and changes of measure

Published on 13 Apr 2026 - 5:31

List Question

How do I find the probability that of four picked balls no one is orange?

Outer-measure and negligible set

State constraint on stochastic optimal control

Probability of winning a bet when invest half every time

Stochastic integral without Itô's formula

Is the following statement about the probability measure true?

Optimal choice of the sum

Stability of trivial solution to a stochastic differential equation

If $M_t= M_0 + \int_0^t Y_s d B_s$ is an $L^2$ martingale on $[0,1]$, why is $E\left[\int_0^1 Y_s^2 ds\right] = E[M_1 B_1 - M_0 B_0]$

Stochastic differential notation in Standard Brownian Market Models

Expectation of Wiener Measure

How Equal-Maturity Option Prices Vary with strike

Karatzas and Shreve Exercise 1.8: If paths of process $X$ are RCLL almost surely, show that $A$ can fail to be in $\mathscr{F}_{t_0}^X$

How to solve the simple Ito (stochastic) integral over Brownian motion via the Ito formula?

Linear SDE and changes of measure

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