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Jun
2
comment a question on Stochastic Calculus
Hi Ilya, I know how to handle it, $\mathcal{N}$ is just the cdf of standard normal distribution.
Jun
2
comment How to compute this integral involving a cdf?
Does anyone have an idea about ax+b version?
May
30
comment How to compute this integral involving a cdf?
Thank you for your transformation, Dilip! in fact, that's the question when I received, may i ask you how did you proceed from this Probability?
May
30
comment How to compute this integral involving a cdf?
Thank you very much, but just one more follow-up, do you know how to do if ax -> ax+b? i.e. $\int_0^\infty\Phi(ax+b)d\Phi(x)dx$
May
27
comment a question on Stochastic Calculus
Hi Ilya, I am also not sure about it, it seems it's understandable to many stochastic analysis experts but I am not.
May
26
asked a question on Stochastic Calculus
May
26
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May
24
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May
24
asked How to compute this integral involving a cdf?