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Dec
3
revised Solving StochasticDifferential Equation
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Dec
3
comment Solving StochasticDifferential Equation
@Gordon: good point; I made the corrections.
Dec
3
revised Solving StochasticDifferential Equation
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Dec
3
revised Solving StochasticDifferential Equation
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Oct
30
revised Solving StochasticDifferential Equation
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Oct
30
answered Solving StochasticDifferential Equation
Dec
15
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Jan
6
answered maximum number of collinear points?
Dec
8
awarded  Yearling
Dec
6
revised Backward PDE for a mean-reverting stochastic process
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Oct
18
revised Backward PDE for a mean-reverting stochastic process
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Oct
12
revised Why can I exchange the order of integration in a multiple Ito stochastic integral?
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Oct
11
answered Some basic questions about Stochastic Calculus
Oct
11
revised Why can I exchange the order of integration in a multiple Ito stochastic integral?
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Oct
11
revised Why can I exchange the order of integration in a multiple Ito stochastic integral?
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Oct
11
answered Why can I exchange the order of integration in a multiple Ito stochastic integral?
Oct
10
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.
Oct
10
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, $\text{Var}(ds) = 0$.
Oct
10
comment Why can I exchange the order of integration in a multiple Ito stochastic integral?
How can $dW_s = 2s \, ds$? By definition $dW_s \equiv W_{s+ds} - W_s$.
Oct
7
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