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 Nov 24 revised Expectation of exponential martingale and indicator function. edited tags Nov 24 revised Expectation of exponential martingale and indicator function. added 122 characters in body Nov 24 asked Expectation of exponential martingale and indicator function. Nov 23 comment Is it true that $X(t)^a > K \iff X(t) > K^\frac1a$ @Berci Yes. $\phantom{.}$ Nov 23 accepted Is it true that $X(t)^a > K \iff X(t) > K^\frac1a$ Nov 23 asked Is it true that $X(t)^a > K \iff X(t) > K^\frac1a$ Nov 23 accepted Partial derivative notation: $\left.\frac{\partial \cdot}{\partial\cdot} \right|_{u=T}$ Nov 22 comment Partial derivative notation: $\left.\frac{\partial \cdot}{\partial\cdot} \right|_{u=T}$ For the first question, why couldn't he have done $\frac{\partial B(t,T)}{\partial T}$, instead of using $u$ and then substituting in $T$ afterwards? Nov 22 accepted Partial derivative of a summation. Nov 22 asked Partial derivative notation: $\left.\frac{\partial \cdot}{\partial\cdot} \right|_{u=T}$ Nov 22 revised Partial derivative of integral: Leibniz rule? added 26 characters in body Nov 22 comment Partial derivative of integral: Leibniz rule? @joriki What I meant was whether you could apply it in the way that littleO applied it. Since you can do so, the answer to my question is yes. I've edited for disambiguation. Thanks. Nov 22 accepted Partial derivative of integral: Leibniz rule? Nov 21 comment Partial derivative of integral: Leibniz rule? @joriki the provided answer seems to suggest that the same formula does hold. Nov 21 asked Partial derivative of integral: Leibniz rule? Nov 15 comment Integral with respect to Wiener process. @GautamShenoy Ok well I guess I've done 2 calculus/analysis subjects and 1 linear algebra, forgot the first 1 I did. It's in a finance undergraduate degree, they decided to chuck in a quantitative finance course which is all stochastic calculus with a lil measure theory and probability theory. Nov 15 comment Integral with respect to Wiener process. @GautamShenoy What I meant to ask was for you to provide some additional hints - in mathematics. I probably should've couched this in different language. I've done 1 calculus and 1 linear algebra subject at University. Nov 15 comment Integral with respect to Wiener process. @GautamShenoy I'm afraid that this does not assist me given my current understanding of mathematics. I don't think I can use the second fundamental theorem because i just have $d$ instead of $\frac{d}{dt}$ preceding the integral. Nov 15 asked Integral with respect to Wiener process. Nov 15 asked Partial derivative of a summation.