New posts in stochastic-calculus

Itô's formula application

Clarification on bounded variation of the terms in the Ito's formula as per Ikeda and Watanabe's book

How to deal with $\mathbb{E}\left[\left(\int\limits_0^tW_u^2 u^2\partial u\right)^2\right]$.

Infinitesimal generator of the Brownian motion on a sphere

Why are SDEs wrt different variables?

Why does Brownian motion have drift on Riemannian Manifolds?

Why isn't the Ito integral just the Riemann-Stieltjes integral?

Infinitesimal Generator of Ito Diffusion Process

How can I show that this stochastic process satisfies the heat equation?

Solving the SDE $dX(t) = (c(t) + d(t)X(t))dt + (e(t) + f(t)X(t))dW(t)$

Physical meaning of Ito integrals

Where to begin in approaching Stochastic Calculus?

How to use integration by parts in an example

Expectation of Exit Time of Brownian Motion from Interval

Expected value of average of Brownian motion

In stochastic calculus, why do we have $(dt)^2=0$ and other results?

Limit of a Wiener integral

Name of the formula transforming general SDE to linear

How to calculate the PSD of a stochastic process

How is $ P(-\sqrt{y} \leq X \leq \sqrt{y}) = P(X \leq \sqrt{y}) - P(X < -\sqrt{y})$?