List questions from stochastic-integrals

Published on 27 Mar 2026 - 12:03

56

Views

Is next question right? And why?

Published on 23 Feb 2026 - 6:17

31

Views

Stochastic integration of the Kuramoto model

Published on 28 Mar 2026 - 7:51

65

Views

Can we define $N_t:=\int_0^t \operatorname{sign}(B_s) \mathrm{d}s$?

Published on 23 Apr 2020 - 12:09

38

Views

Is a Wiener-Squared a Chi-Squared?

Published on 24 Apr 2020 - 0:36

424

Views

Non-differentiability of the Brownian motion

Published on 26 Mar 2026 - 10:46

68

Views

Distribution of $\int_0^t f(t,s)dW_s$

Published on 26 Apr 2020 - 11:00

152

Views

The $L^{2}-$extension construction of Ito integral in several literature

Published on 27 Apr 2020 - 0:28

21

Views

If $X_T=\int_0^T F_tdt+\int_0^T G_tdW_t$, why $\left<X\right>_T=\int_0^T G_t^2dt$?

Published on 27 Apr 2020 - 9:51

46

Views

If $(X_t)$ has finite bounded variation in $L^1$, does it has $0$ quadratic variation in $L^1$?

Published on 27 Apr 2020 - 14:09

195

Views

Why is the stochastic exponential positive?

Published on 28 Apr 2020 - 8:24

400

Views

Multidimensional Ito Isometry

Published on 27 Mar 2026 - 0:48

229

Views

Analytic Solution and Simulation of "Modified" Ornstein–Uhlenbeck process

Published on 25 Mar 2026 - 17:26

43

Views

Clarification in the proof of Lemma 7.3.2 of Oksendale's SDE

Published on 03 May 2020 - 2:30

44

Views

Why does the infinitesimal of a poisson process behave as it does in the Ito multiplication table

Published on 26 Mar 2026 - 4:33

List Question

Covariance of stochastic integrals - Poisson stochastic process -

Is next question right? And why?

Stochastic integration of the Kuramoto model

Can we define $N_t:=\int_0^t \operatorname{sign}(B_s) \mathrm{d}s$?

Is a Wiener-Squared a Chi-Squared?

Non-differentiability of the Brownian motion

Distribution of $\int_0^t f(t,s)dW_s$

The $L^{2}-$extension construction of Ito integral in several literature

If $X_T=\int_0^T F_tdt+\int_0^T G_tdW_t$, why $\left<X\right>_T=\int_0^T G_t^2dt$?

If $(X_t)$ has finite bounded variation in $L^1$, does it has $0$ quadratic variation in $L^1$?

Why is the stochastic exponential positive?

Multidimensional Ito Isometry

Analytic Solution and Simulation of "Modified" Ornstein–Uhlenbeck process

Clarification in the proof of Lemma 7.3.2 of Oksendale's SDE

Why does the infinitesimal of a poisson process behave as it does in the Ito multiplication table

Trending Questions

Popular # Hahtags

Popular Questions