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 Dec8 accepted Proof of Transformed Binomial Converging to $N(0,1)$ Dec8 revised Proof of Transformed Binomial Converging to $N(0,1)$ edited tags Dec8 asked Proof of Transformed Binomial Converging to $N(0,1)$ Dec5 accepted Proof of Independence of two functions of random variables Dec4 asked Proof of Independence of two functions of random variables Oct14 revised Probability Integral Transform of Discrete RV - Equating CDF's corrected math Oct14 asked Probability Integral Transform of Discrete RV - Equating CDF's Aug15 awarded Notable Question Jul2 awarded Curious Jun30 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! Jun30 accepted Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus Jun30 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? Jun30 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? Jun30 revised Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus added 39 characters in body Jun30 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. Jun30 asked Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus Jun10 accepted Notation confusing my understanding of a homework problem Jun9 asked Notation confusing my understanding of a homework problem Apr22 comment Integrating the product of Poisson and exponential pdf @baudolino, yes - you are quite correct ($\lambda$ is exponentially distributed with param $\mu$). Thank you! Apr22 accepted Integrating the product of Poisson and exponential pdf