New posts in stochastic-integrals

Why do people simulate with Brownian motion instead of "Intuitive Brownian Motion"?

Integral of Wiener Squared process

Mean value theorem inside the Expectation

Product Rule for Ito Processes

Is continuous L2 bounded local martingale a true martingale?

Find SDE satisfied by transformation of solution to a different SDE

The integral is the area under the curve. Is there a similar notion for stochastic integrals?

Why do people write stochastic differential equations in differential form?

what's the difference between RDE and SDE?

Stochastic Integrals are confusing me; Please explain how to compute $\int W_sdW_s$ for example

Probability density function of the integral of a continuous stochastic process

Solve Ito integral for continuous contributions to stock portfolio

How to compute $d X_t$ for given $X_t$?

Itô's formula application

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

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

"Continuity" of stochastic integral wrt Brownian motion

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

How to use integration by parts in an example

Limit of a Wiener integral