Why a change of a brownian motion does not depend on the past values of it?
96999
Simple question about the definition of Brownian motion
34004
Why is time evolution unitary?
109666
Example where partial derivatives commute but are not continuous.
53622
Does momentum change when Kinetic energy changes?
11732
Is continuous L2 bounded local martingale a true martingale?
48497
Doesn't entropy increase backwards in time, too?
44416
Ito integral property
48756
Why are derivatives in interaction terms treated differently from derivatives in the kinetic term?
43536
Proof that a standard Brownian motion visits zero infinitely often at the beginning
10762
Rearrangements that never change the value of a sum
88325
The Laplace transform of the first hitting time of Brownian motion
87149
Prove directly from the definition of the Ito's integral
35025
Solution to the linear SDE $dX_t = \alpha X_t \, dt + \sqrt{2} dB_t$ using Itô calculus
8916
Is the distribution of an Ito diffusion at time t absolutely continuous wrt Lebesgue measure?
51660
Don't certain processes decrease entropy?
73517
conditional expectation of brownian motion
55888
Why my differential equations become True?