New posts in Stochastic Analysis

Is $W^2-t$ martingale?

Show that the carré du champ operator is nonnegative

Ito formula for jump-Diffusion

Quadratic variation of the Ornstein-Uhlenbeck process

Could someone explain rough path theory? More specifically, what is the higher ordered "area process" and what information is it giving us?

Further Reading on Stochastic Calculus/Analysis

Probability of going into an absorbing state