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Questions
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Big picture concerning Ito integral, Stratonovich integral and standard results in probability theory

apr 28 10 at 14:42 Yuri Bakhtin 1,539●5●9

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Discrete version of Ito’s lemma

may 2 at 22:02 Noah Forman 21●2

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Rigorous definition, detection and test for trending vs. mean-reverting behaviour of stochastic processes

apr 17 12 at 11:50 vonjd 2,766●3●19●37

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Skellam distribution: Deep connection between Poisson distributions and Bessel function?

jan 9 11 at 15:13 Didier Piau 4,193●1●10●15

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Systematization of deterministic and stochastic integrals

apr 23 10 at 16:05 vonjd 2,766●3●19●37

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Using Weierstrass’s Factorization Theorem

apr 18 12 at 4:04 Michael Hardy 4,439●1●22●48

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Ansätze for solving PDEs with wavelets

mar 5 10 at 16:25 Steve Huntsman 8,139●1●22●56

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Solutions to the diffusion equation

mar 5 10 at 16:27 Steve Huntsman 8,139●1●22●56

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Transformation of the Black-Scholes PDE into the diffusion equation - shift of coordinate system

mar 5 10 at 16:26 Steve Huntsman 8,139●1●22●56

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Matching Dynamic Trading Strategies with Derivatives

jul 19 10 at 21:52 g g 41●2

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