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 Apr 30 awarded Popular Question Sep 19 awarded Notable Question 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 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