MathewG
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 Jul1 awarded Popular Question Nov30 awarded Scholar Nov30 accepted Transition density and distribution: (Ornstein–Uhlenbeck process) Nov30 revised Transition density and distribution: (Ornstein–Uhlenbeck process) edited tags Nov30 answered Transition density and distribution: (Ornstein–Uhlenbeck process) Nov30 comment Transition density and distribution: (Ornstein–Uhlenbeck process) Useless means not helpful, you should know that. Nov29 comment Transition density and distribution: (Ornstein–Uhlenbeck process) Please refrain from useless unconstructive comments Nov29 revised Transition density and distribution: (Ornstein–Uhlenbeck process) added 24 characters in body Nov28 awarded Promoter Nov28 revised Transition density and distribution: (Ornstein–Uhlenbeck process) added 2 characters in body Nov28 revised Transition density and distribution: (Ornstein–Uhlenbeck process) deleted 6 characters in body Nov28 awarded Teacher Nov28 revised Transition density and distribution: (Ornstein–Uhlenbeck process) added 7 characters in body Nov28 answered Solve $x^2 + 10 = 15$ Nov28 revised Transition density and distribution: (Ornstein–Uhlenbeck process) deleted 19 characters in body Nov27 revised Transition density and distribution: (Ornstein–Uhlenbeck process) deleted 5 characters in body Nov27 revised Transition density and distribution: (Ornstein–Uhlenbeck process) deleted 2 characters in body Nov27 revised Transition density and distribution: (Ornstein–Uhlenbeck process) added 11 characters in body Nov27 awarded Supporter Nov27 comment Partial Derivative of an Integral Hi, You can't write partial derivatives with respect to BM. Only differentials are defined in BM, meaning it makes sense to talk about dZ=f(t)dB but does not make sense to talk about dZ/dB (or partials). Because derivative is a limit. It's for the same reason that BM is not differentiable as if you could write dZ/dB then we know dB/dZ=1/(dz/dB) which is not defined. It is important to differentiate between derivative and differential in stochastic calculus.