List questions from stochastic-calculus

Published on 23 Feb 2026 - 4:53

346

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Calculating a quadratic variation of a process

Published on 28 Mar 2026 - 5:28

143

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If M is martingale, then $E[M_n] = E[ M_0]$ for all n.

Published on 31 Mar 2026 - 11:25

99

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Measurability issue of stochastic stieltjes integration. Joint measurability of $\int_0^t F(s,\omega) dA_s(\omega)$.

Published on 28 Mar 2026 - 5:23

175

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Show that M is a martingale

Published on 31 Mar 2026 - 11:35

197

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Existence and uniqueness for SDE 2D linear system

Published on 26 Mar 2026 - 6:03

448

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Integral of Brownian motion in a 2-d box

Published on 16 Feb 2020 - 13:55

503

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The equivalence between almost surely continuous and continuous modification

Published on 28 Mar 2026 - 22:37

476

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Show that $(X_{t})_{t\in[0,1]}$ of i.i.d random variables with non-degenerate distribution has no continuous modification

Published on 28 Mar 2026 - 15:36

183

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Locally bounded stochastic processes are actually locally bounded for all compact intervals.

Published on 17 Feb 2020 - 8:44

158

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Question about Schilling's Proof in uniform approximation of Ito processes by simple Ito processes.

Published on 28 Mar 2026 - 5:28

1.8k

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Distribution of first exit time of Brownian motion

Published on 17 Feb 2020 - 16:49

66

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submartingale sequence is uniformly integrable

Published on 17 Feb 2020 - 18:07

45

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For $B_t= (b_t,\beta_t)$, a Brownian motion and $r_t = |B_t|$, $1/r_t$ is well defined?

Published on 28 Mar 2026 - 8:40

430

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Understanding the $L^{2}-$Limit of Gaussian Random Vectors

Published on 28 Mar 2026 - 15:35

List Question

Why is a Polish space a standard measurable space?

Calculating a quadratic variation of a process

If M is martingale, then $E[M_n] = E[ M_0]$ for all n.

Measurability issue of stochastic stieltjes integration. Joint measurability of $\int_0^t F(s,\omega) dA_s(\omega)$.

Show that M is a martingale

Existence and uniqueness for SDE 2D linear system

Integral of Brownian motion in a 2-d box

The equivalence between almost surely continuous and continuous modification

Show that $(X_{t})_{t\in[0,1]}$ of i.i.d random variables with non-degenerate distribution has no continuous modification

Locally bounded stochastic processes are actually locally bounded for all compact intervals.

Question about Schilling's Proof in uniform approximation of Ito processes by simple Ito processes.

Distribution of first exit time of Brownian motion

submartingale sequence is uniformly integrable

For $B_t= (b_t,\beta_t)$, a Brownian motion and $r_t = |B_t|$, $1/r_t$ is well defined?

Understanding the $L^{2}-$Limit of Gaussian Random Vectors

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