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15
Math.TechQA.Club
2026-03-28 21:06:27
36
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Is the following derivation related to Ito formula correct for this sde?
Published on
28 Mar 2026 - 21:06
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
#delay-differential-equations
132
Views
Can I mix Euler-Maruyama with RK45?
Published on
17 Feb 2022 - 15:52
#stochastic-calculus
#stochastic-differential-equations
215
Views
How to solve a SDE with an Ornstein Uhlenbeck process driving it?
Published on
18 Feb 2022 - 17:46
#stochastic-processes
#stochastic-calculus
#stochastic-integrals
#stochastic-differential-equations
446
Views
Solve the SDE $d X_{t} = \alpha X_t dt + \gamma X_t dW_t - \phi X_t^2 dt$
Published on
18 Feb 2022 - 19:43
#stochastic-processes
#stochastic-differential-equations
841
Views
How can I derive the mean and the variance of the Cox-Ingersoll-Ross model by Ito’s lemma?
Published on
21 Feb 2022 - 12:57
#stochastic-processes
#stochastic-differential-equations
66
Views
Can I make general statements about an Ito SDE without explicitly solving the kolmogorov forward or backward equations?
Published on
21 Feb 2022 - 15:03
#probability
#stochastic-processes
#stochastic-calculus
#conditional-probability
#stochastic-differential-equations
71
Views
Compute the stochastic differential for $t\cdot B_t$ using Ito's Lemma
Published on
21 Feb 2022 - 23:51
#probability-theory
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
104
Views
Limit of solutions to SDEs
Published on
22 Feb 2022 - 16:44
#reference-request
#stochastic-processes
#stochastic-differential-equations
597
Views
An application of Ito lemma for Ito-Levy processes
Published on
27 Mar 2026 - 15:55
#stochastic-calculus
#stochastic-differential-equations
#levy-processes
56
Views
How can I write the Gompertz SDE in matlab?
Published on
27 Feb 2022 - 11:25
#stochastic-differential-equations
111
Views
Solution of stochastic differnetial equation adapted?
Published on
27 Mar 2026 - 2:38
#measure-theory
#stochastic-processes
#brownian-motion
#stochastic-differential-equations
#filtrations
100
Views
How to interpret $dx$ on its own in differential equations?
Published on
27 Feb 2022 - 18:36
#ordinary-differential-equations
#derivatives
#partial-differential-equations
#stochastic-differential-equations
254
Views
Can an SDE be turned into PDE for the density?
Published on
01 Mar 2022 - 17:52
#partial-differential-equations
#stochastic-differential-equations
153
Views
SDE error and stability
Published on
29 Mar 2026 - 4:11
#stochastic-processes
#stochastic-analysis
#stochastic-differential-equations
#stability-in-odes
#stability-theory
87
Views
State constraint on stochastic optimal control
Published on
23 Feb 2026 - 15:13
#stochastic-calculus
#stochastic-differential-equations
#optimal-control
#stochastic-pde
#hamilton-jacobi-equation
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