# Tagged Questions

Questions about stochastic analysis or stochastic calculus, for example the Ito integral. See https://en.wikipedia.org/wiki/Stochastic_calculus

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### Probability of a right angled triangle with sides a+b=200 having hypotenuse ≥ 160

QUESTION: A $200\, cm$ long staff breaks in two at a random point. The two parts becomes the right sides of a right angled triangle. What is the probability of the hypotenuse being at least $160\,cm$? ...
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### Two exponentially distributed random variables w/ different intensity. Which is more probable to take?

Let's say I have two types of light bulbs, A which has $E(A)=100$ hours of lifetime, and B which has $E(B)=200$. I have three of type A and one of type B. I randomly use one of the four, and after 200 ...
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### Existence and uniqueness of SDE, is the independence requirement needed?

In Bernt Øksendals Stochastic differential equations he has this theorem in chapter 5: $\\\\\\$ However, in the proof I can not see where he uses the independence condition I marked in red. Do you ...
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### Good book that contains stochastic integration, martingales and Lévy-processes?

Does anyone know about any good and easy interoductory books which contins information about martingales, sotchastic integration and Lévy-processes? I have tried reading: http://www.cambridge.org/us/...