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Aug
15
awarded  Notable Question
Jul
2
awarded  Curious
Jun
30
comment Solution to SDE using Itô calculus
Wow, thank you for the extremely thorough and clear answer!
Jun
30
accepted Solution to SDE using Itô calculus
Jun
30
comment Solution to SDE 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 SDE 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 SDE using Itô calculus
added 39 characters in body
Jun
30
comment Solution to SDE using Itô calculus
Ah, no you are correct. Thanks for catching.
Jun
30
asked Solution to SDE 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
Apr
22
revised Integrating the product of Poisson and exponential pdf
added 2 characters in body
Apr
22
asked Integrating the product of Poisson and exponential pdf
Apr
5
accepted Max of sum $\le$ sum of max simple proof
Apr
4
asked Max of sum $\le$ sum of max simple proof
Apr
2
awarded  Notable Question
Feb
24
awarded  Tumbleweed
Feb
16
asked Proof of probability distribution satisfying global independence assertions of a Markov network