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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.

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Density of Dolean exponentials in L2 and Wiener Measure

Assume that W is the classical Wiener space C([0,1],R) note $\mu$ the Wiener measure, and denote by $\mu_s$ the image of $\mu$ under the maping $T: W ->W$ such that$ T(w)= \sqrt(s) w$ . Denote by $W_t …
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