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New posts in Stochastic Calculus
A question about SDE and geometric Brownian motion.
May 10, 2021
Show that $E[ E[Z\lvert \mathcal{F}_{T}\lvert \mathcal{F}_{S}]=E[Z\lvert \mathcal{F}_{T\land S}]$
May 10, 2021
$(f(X_n))_{n \in \mathbb{N}_0}$ martingale implies $f'' = 0$?
May 09, 2021
Delta of options : A mathematical explanation
May 09, 2021
Generated Sigma Algebras
May 09, 2021
Wald’s identity for Brownian motion with $E[\sqrt T]<\infty$.
May 08, 2021
Is Ito's lemma also valid with stopped integrals?
May 08, 2021
Is $W^2-t$ martingale?
May 08, 2021
Find the quadratic variation process of $\int f(s) \, dB_s$
May 06, 2021
Understand better stochastic integral through a.s. convergence
May 06, 2021
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