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Urgent Stochastic Calculus help

  1. Oct 18, 2009 #1
    Urgent Stochastic Calculus help!!!



    Hi,

    I am new to stochastic calculus and finding some difficulty in understanding things. How to approach the solutions for problem under the topics like martingale, linear diffusion SDEs, expectation of martingale, Ito stochastic integral formulas, solving Ito diffusion SDEs and finding expectation and variances, etc. I have just posted the relevant topics not the exact questions which are mostly derivations. Looking forward to some reply soon...

    Thanks!

     
  2. jcsd
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