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seen Dec 15 at 20:36

Dec
8
accepted Proof of Transformed Binomial Converging to $N(0,1)$
Dec
8
revised Proof of Transformed Binomial Converging to $N(0,1)$
edited tags
Dec
8
asked Proof of Transformed Binomial Converging to $N(0,1)$
Dec
5
accepted Proof of Independence of two functions of random variables
Dec
4
asked Proof of Independence of two functions of random variables
Oct
14
revised Probability Integral Transform of Discrete RV - Equating CDF's
corrected math
Oct
14
asked Probability Integral Transform of Discrete RV - Equating CDF's
Aug
15
awarded  Notable Question
Jul
2
awarded  Curious
Jun
30
comment Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus
Wow, thank you for the extremely thorough and clear answer!
Jun
30
accepted Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus
Jun
30
comment Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus
Ok, I believe that I understand why this is now. Thanks for the clarification. Any thoughts on how to go about setting up the Ito calculus?
Jun
30
comment Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus
Really? Perhaps I've missed something then. If $x$ is deterministic then why would $b(x)$ not be deterministic as well? It has to be some function of a stochastic process?
Jun
30
revised Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus
added 39 characters in body
Jun
30
comment Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus
Ah, no you are correct. Thanks for catching.
Jun
30
asked Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus
Jun
10
accepted Notation confusing my understanding of a homework problem
Jun
9
asked Notation confusing my understanding of a homework problem
Apr
22
comment Integrating the product of Poisson and exponential pdf
@baudolino, yes - you are quite correct ($\lambda$ is exponentially distributed with param $\mu$). Thank you!
Apr
22
accepted Integrating the product of Poisson and exponential pdf