<em id="zlul0"></em>

<dl id="zlul0"></dl>
<div id="zlul0"><tr id="zlul0"><object id="zlul0"></object></tr></div>
<em id="zlul0"></em>

<div id="zlul0"><ol id="zlul0"></ol></div>

# Questions tagged [stochastic-calculus]

Stochastic calculus provides a consistent theory of integration for stochastic processes and is used to model random systems. Its applications range from statistical physics to quantitative finance.

549 questions
27 views

### I have a question regarding calculus, more specifically integral? [on hold]

I don't understand how RT1 integral(from V1 to V2) dV/V = RT2*ln(V2/V1), I don't understand how this becomes: -R*T2*ln(V1/V2). I have a picture right here of it and website link (answered by Andrew ...
94 views

### Book recommendations beyond an introduction [on hold]

So I’ve scraped the surface of many topics, but I would like to go further. Can anyone recommend some continuations to the following introductory books? It’s okay if necessarily it needs to be a ...
30 views

### Derivative of stochastic process in $L^p$ coincides with sample path derivative

In the article Random ordinary differential equations, by J.L. Strand (1970) (it is available at https://core.ac.uk/download/pdf/82447522.pdf), it is stated the following result, which relates ...
98 views

### Quadratic covariation of two not independent Brownian motions

Given two not independent Brownian motions, $X$ and $Y$. I was wondering if we can say anything about the quadratic covariation of $X$ and $Y$, $\langle X,Y \rangle_t$. I know that for two independent ...
41 views

### Conformal mappings and diffusion processes with boundary condition

I have a question on a relation between conformal mappings and diffusion processes with boundary condition. Let $D_1$ be a smooth simply connected domain of $\mathbb{R}^2 \cong \mathbb{C}$. This may ...
24 views

70 views

### Domain of the Generator of a Bessel process

Consider the Bessel Process of index $\nu\in (-1,0)$, or dimension $\delta=2\nu-1$ \begin{align} \rho_{t}=x+\frac{\delta-1}{2}\int_{0}^{t}\frac{1}{\rho_{s}}\,ds+W_{t} \end{align} where \$(W_{t})_{t\geq ...

15 30 50 per page
山西福彩快乐十分钟

<em id="zlul0"></em>

<dl id="zlul0"></dl>
<div id="zlul0"><tr id="zlul0"><object id="zlul0"></object></tr></div>
<em id="zlul0"></em>

<div id="zlul0"><ol id="zlul0"></ol></div>