What is a white noise ? What is the derivate of the Brownian motion?
135209
What is "white noise" and how is it related to the Brownian motion?
12869
Solving SDE: $dX(t) = udt + \sigma X(t)dB(t)$
14778
Derivation of uncertainty propagation?
44416
Ito integral property
118588
"Continuity" of stochastic integral wrt Brownian motion
142821
Why?$\int_0^1\int_{u(t)}^{u(t)+w(t)} f(t,v(t)) dv dt = \int_0^1 f(t,u(t)+\theta w(t))w(t) dt; ~~\theta\in[0,1] $
143214
Brownian motion - Hölder continuity
86371
Hermite Polynomials and Brownian motion
89004
Where does the partial derivative come from in Sakurai's derivation of the momentum operator?
156019
Expectation formula of an integrable random variable
73439
show that the solution is a local martingale iff it has zero drift
50488
How to code oscillator driven by Gaussian white noise? Edit: How to convert ODE to a system of SDE's?
138680
What is the relation between Langevin and Fokker planck equation?
41332
Significance of the term "diffusion" in Grover's diffusion operator
50089
characterization of the existence of higher order expectation.
79024
the derivation of E(X|X)
132141
Help understanding Simplex Noise