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New posts in stochastic-integrals
Why do people simulate with Brownian motion instead of "Intuitive Brownian Motion"?
probability-theory
stochastic-calculus
stochastic-integrals
Integral of Wiener Squared process
probability
stochastic-processes
brownian-motion
stochastic-integrals
Mean value theorem inside the Expectation
probability-theory
stochastic-processes
stochastic-calculus
stochastic-integrals
Product Rule for Ito Processes
stochastic-processes
stochastic-calculus
stochastic-integrals
Is continuous L2 bounded local martingale a true martingale?
probability-theory
stochastic-processes
stochastic-calculus
stochastic-integrals
stochastic-analysis
Find SDE satisfied by transformation of solution to a different SDE
probability-theory
stochastic-processes
brownian-motion
stochastic-integrals
stochastic-differential-equations
The integral is the area under the curve. Is there a similar notion for stochastic integrals?
integration
stochastic-integrals
Why do people write stochastic differential equations in differential form?
soft-question
stochastic-processes
stochastic-calculus
stochastic-integrals
stochastic-differential-equations
what's the difference between RDE and SDE?
stochastic-processes
random
stochastic-integrals
Stochastic Integrals are confusing me; Please explain how to compute $\int W_sdW_s$ for example
brownian-motion
stochastic-integrals
Probability density function of the integral of a continuous stochastic process
probability
probability-theory
probability-distributions
stochastic-processes
stochastic-integrals
Solve Ito integral for continuous contributions to stock portfolio
stochastic-processes
stochastic-calculus
stochastic-integrals
How to compute $d X_t$ for given $X_t$?
stochastic-calculus
brownian-motion
stochastic-integrals
Itô's formula application
stochastic-calculus
stochastic-integrals
How to deal with $\mathbb{E}\left[\left(\int\limits_0^tW_u^2 u^2\partial u\right)^2\right]$.
stochastic-processes
stochastic-calculus
stochastic-integrals
Why isn't the Ito integral just the Riemann-Stieltjes integral?
stochastic-calculus
stochastic-integrals
"Continuity" of stochastic integral wrt Brownian motion
probability-theory
stochastic-processes
brownian-motion
stochastic-integrals
stochastic-analysis
How can I show that this stochastic process satisfies the heat equation?
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
stochastic-integrals
How to use integration by parts in an example
stochastic-calculus
stochastic-integrals
Limit of a Wiener integral
probability-theory
stochastic-processes
stochastic-calculus
stochastic-integrals
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