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 Dec 3 revised Solving StochasticDifferential Equation deleted 3 characters in body Dec 3 comment Solving StochasticDifferential Equation @Gordon: good point; I made the corrections. Dec 3 revised Solving StochasticDifferential Equation added 8 characters in body Dec 3 revised Solving StochasticDifferential Equation added 8 characters in body Oct 30 revised Solving StochasticDifferential Equation deleted 11 characters in body Oct 30 answered Solving StochasticDifferential Equation Dec 15 awarded Caucus Jan 6 answered maximum number of collinear points? Dec 8 awarded Yearling Dec 6 revised Backward PDE for a mean-reverting stochastic process added 15 characters in body Oct 18 revised Backward PDE for a mean-reverting stochastic process edited body Oct 12 revised Why can I exchange the order of integration in a multiple Ito stochastic integral? deleted 10 characters in body 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? added 4 characters in body Oct 11 revised Why can I exchange the order of integration in a multiple Ito stochastic integral? added 197 characters in body 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 awarded Scholar