# William S. Wong

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 Jan6 answered maximum number of collinear points? Dec8 awarded Yearling Dec6 revised Backward PDE for a mean-reverting stochastic process added 15 characters in body Oct18 revised Backward PDE for a mean-reverting stochastic process edited body Oct12 revised Why can I exchange the order of integration in a multiple Ito stochastic integral? deleted 10 characters in body Oct11 answered Some basic questions about Stochastic Calculus Oct11 revised Why can I exchange the order of integration in a multiple Ito stochastic integral? added 4 characters in body Oct11 revised Why can I exchange the order of integration in a multiple Ito stochastic integral? added 197 characters in body Oct11 answered Why can I exchange the order of integration in a multiple Ito stochastic integral? Oct10 comment Why can I exchange the order of integration in a multiple Ito stochastic integral? Mark: I think I know what the problem is. You simply cannot say $W_s = s^2$ since $W_s$ is Brownian motion. Oct10 comment Why can I exchange the order of integration in a multiple Ito stochastic integral? Mark: $dW_s \sim \mathcal{N}(0, ds)$ is a random variable, while $ds$ is a deterministic quantity. For example, $\text{Var}(ds) = 0$. Oct10 comment Why can I exchange the order of integration in a multiple Ito stochastic integral? How can $dW_s = 2s \, ds$? By definition $dW_s \equiv W_{s+ds} - W_s$. Oct7 awarded Scholar Oct7 accepted Backward PDE for a mean-reverting stochastic process Oct3 revised Find the conditional expectation $\mathbb{E}[X_2|\mathcal{F}_1]$ formatted the title properly in LaTeX Oct3 suggested suggested edit on Find the conditional expectation $\mathbb{E}[X_2|\mathcal{F}_1]$ Oct3 comment Is random variable $X_i$ measurable on ${\mathcal F_{i+1}}$ or ${\mathcal F_{i-1}}$? Thanks for pointing out my mistakes. I removed the erroneous part of the answer. Oct3 revised Is random variable $X_i$ measurable on ${\mathcal F_{i+1}}$ or ${\mathcal F_{i-1}}$? deleted 192 characters in body Oct2 comment Find the conditional expectation $\mathbb{E}[X_2|\mathcal{F}_1]$ Did: the question says "$X_n=2*X_{n-1}$ with prob = $3/4$". So given $X_1$, the probability of $X_2 = 2 X_1$ is $3/4$. Oct2 revised Find the conditional expectation $\mathbb{E}[X_2|\mathcal{F}_1]$ deleted 22 characters in body