Stochastic differential equation: Revision history

12 July 2024

• curprev 15:1915:19, 12 July 2024‎ Edoarad talk contribs‎ m 36,891 bytes +8‎ →‎Use in probability and mathematical finance undo

30 May 2024

• curprev 05:0805:08, 30 May 2024‎ 67.198.37.16 talk‎ 36,883 bytes +16‎ →‎Use in physics: wikilink undo

25 May 2024

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17 May 2024

• curprev 20:1820:18, 17 May 2024‎ Tensorproduct talk contribs‎ m 36,863 bytes +66‎ →‎Use in probability and mathematical finance: Yamada–Watanabe theorem linked undo

21 April 2024

• curprev 06:3106:31, 21 April 2024‎ David Eppstein talk contribs‎ 36,797 bytes +47‎ →‎Further reading: fix generic author undo

19 March 2024

• curprev 08:3208:32, 19 March 2024‎ Citation bot talk contribs‎ 36,750 bytes +49‎ Alter: author-link1, author-link2. Add: isbn, date. | Use this bot. Report bugs. | Suggested by Abductive | Category:Mathematical finance | #UCB_Category 152/195 undo

21 February 2024

• curprev 16:1716:17, 21 February 2024‎ Chaikens talk contribs‎ m 36,701 bytes +12‎ →‎Use in physics undo Tag: Visual edit

20 February 2024

• curprev 17:3317:33, 20 February 2024‎ Chaikens talk contribs‎ m 36,689 bytes +147‎ →‎Further reading: This book succinctly presents the complete background and defining details. undo Tag: Visual edit

29 December 2023

• curprev 02:4102:41, 29 December 2023‎ Me, Myself, and I are Here talk contribs‎ 36,542 bytes +40‎ →‎Some explicitly solvable examples: Ce, move ref out of heading undo Tags: Mobile edit Mobile web edit Advanced mobile edit
• curprev 01:5401:54, 29 December 2023‎ Me, Myself, and I are Here talk contribs‎ 36,502 bytes −5‎ →‎As rough paths: simplify undo Tags: Mobile edit Mobile web edit Advanced mobile edit

27 October 2023

• curprev 22:2222:22, 27 October 2023‎ WikiCleanerBot talk contribs‎ m 36,507 bytes 0‎ v2.05b - Bot T20 CW#61 - Fix errors for CW project (Reference before punctuation) undo Tag: WPCleaner

23 October 2023

• curprev 07:3507:35, 23 October 2023‎ 85.140.239.27 talk‎ 36,507 bytes +885‎ →‎Numerical solutions undo

16 September 2023

• curprev 23:3423:34, 16 September 2023‎ Tomasz59 talk contribs‎ 35,622 bytes +8‎ →‎Background: Year of publication of scientrific papers was added undo
• curprev 23:2223:22, 16 September 2023‎ Tomasz59 talk contribs‎ m 35,614 bytes +7‎ →‎Background undo

21 August 2023

• curprev 20:1020:10, 21 August 2023‎ Citation bot talk contribs‎ 35,607 bytes +70‎ Alter: pages. Add: date, doi, issue. Formatted dashes. | Use this bot. Report bugs. | Suggested by Abductive | #UCB_webform 3760/3850 undo

5 July 2023

• curprev 21:3921:39, 5 July 2023‎ 1234qwer1234qwer4 talk contribs‎ 35,537 bytes +25‎ →‎Further reading: {{Stochastic processes}} undo

3 July 2023

• curprev 17:3817:38, 3 July 2023‎ DamianoBrigo2 talk contribs‎ 35,512 bytes +815‎ →‎SDEs as rough paths: Made SDE as rough paths more visible, as this may be of interest also to physicists. Added a few details to better contextualise. undo Tags: Mobile edit Mobile web edit

23 June 2023

• curprev 16:2616:26, 23 June 2023‎ DamianoBrigo2 talk contribs‎ m 34,697 bytes +53‎ Linked to arithmetic Brownian motion undo Tags: Visual edit Mobile edit Mobile web edit

10 June 2023

• curprev 18:1118:11, 10 June 2023‎ DamianoBrigo2 talk contribs‎ m 34,644 bytes +257‎ Formatted references undo

6 June 2023

• curprev 16:4216:42, 6 June 2023‎ DamianoBrigo2 talk contribs‎ m 34,387 bytes +156‎ Progressively putting references in journal template format undo

31 May 2023

• curprev 11:4311:43, 31 May 2023‎ Amakuru talk contribs‎ m 34,231 bytes −4‎ Removing link(s) Wikipedia:Articles for deletion/Marcello Minenna closed as delete (XFDcloser) undo

23 May 2023

• curprev 19:1419:14, 23 May 2023‎ GünniX talk contribs‎ m 34,235 bytes +3‎ v2.05 - Fix errors for CW project (Reference before punctuation - Unbalanced quotes in ref name or illegal character.) undo Tag: WPCleaner

22 May 2023

• curprev 15:0615:06, 22 May 2023‎ DamianoBrigo2 talk contribs‎ m 34,232 bytes +18‎ No edit summary undo Tags: Visual edit Mobile edit Mobile web edit
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21 May 2023

• curprev 13:5813:58, 21 May 2023‎ DamianoBrigo2 talk contribs‎ m 34,132 bytes 0‎ No edit summary undo Tags: Visual edit Mobile edit Mobile web edit
• curprev 13:5713:57, 21 May 2023‎ DamianoBrigo2 talk contribs‎ m 34,132 bytes +15‎ No edit summary undo Tags: Visual edit Mobile edit Mobile web edit
• curprev 12:2212:22, 21 May 2023‎ DamianoBrigo2 talk contribs‎ 34,117 bytes +5,742‎ I added inline citations as requested and remove the banner. I also added a few other parts that were not discussed. Historical contribution of Louis Bachelier to Brownian motion. Ito SDEs on Manifolds. SDEs as Rough Paths. SDEs distributed as mixtures. undo

18 May 2023

• curprev 11:2811:28, 18 May 2023‎ Madamadore00 talk contribs‎ m 28,375 bytes +979‎ →‎Use in probability and mathematical finance undo Tag: 2017 wikitext editor

8 May 2023

• curprev 12:5512:55, 8 May 2023‎ 78.135.226.220 talk‎ 27,396 bytes +279‎ upright formatting of 'd' in diff eq to be consistent undo Tag: Visual edit

26 March 2023

• curprev 12:5812:58, 26 March 2023‎ Skovtur talk contribs‎ m 27,117 bytes +2‎ →‎SDEs on manifolds: consistent punctuation undo
• curprev 12:5712:57, 26 March 2023‎ Skovtur talk contribs‎ m 27,115 bytes +6‎ →‎General case: local Lipschitz condition and maximal solutions: continous -> continuous; satifies -> satisfies; adjusted punctuation undo

9 March 2023

• curprev 14:5814:58, 9 March 2023‎ Kku talk contribs‎ m 27,109 bytes +4‎ link probability distribution using Find link undo

4 March 2023

• curprev 12:5612:56, 4 March 2023‎ Wprlh talk contribs‎ 27,105 bytes +1‎ →‎General case: local Lipschitz condition and maximal solutions: Fixed typo undo Tags: Mobile edit Mobile web edit

3 March 2023

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• curprev 21:0721:07, 3 March 2023‎ Tensorproduct talk contribs‎ 27,055 bytes +420‎ →‎Use in probability and mathematical finance: Generalization of Fisk-Stratonovich SDEs with jumps -> SDEs of Marcus type undo

2 March 2023

• curprev 00:4300:43, 2 March 2023‎ MissPlacement talk contribs‎ 26,635 bytes +48‎ →‎See also undo

28 February 2023

• curprev 23:0623:06, 28 February 2023‎ Tensorproduct talk contribs‎ 26,587 bytes +202‎ Rewrote a little the introduction undo
• curprev 10:2010:20, 28 February 2023‎ Tensorproduct talk contribs‎ 26,385 bytes +519‎ →‎SDE on manifolds: More info undo

26 February 2023

• curprev 19:5119:51, 26 February 2023‎ Tensorproduct talk contribs‎ 25,866 bytes +27‎ →‎SDE on manifolds: Let's be more precise -> Usual conditions undo
• curprev 17:1117:11, 26 February 2023‎ Tensorproduct talk contribs‎ m 25,839 bytes +1‎ →‎SDE on manifolds: Typo undo
• curprev 17:0917:09, 26 February 2023‎ Tensorproduct talk contribs‎ 25,838 bytes +81‎ Changed the introduction a bit to the more general case of semimartingales undo
• curprev 14:0014:00, 26 February 2023‎ Tensorproduct talk contribs‎ 25,757 bytes +2,124‎ →‎Use in probability and mathematical finance: Added a bit about SDE on manifolds undo

24 February 2023

• curprev 17:2017:20, 24 February 2023‎ Tensorproduct talk contribs‎ m 23,633 bytes +1‎ →‎General case: local Lipschitz condition and maximal solutions: Removing some minor mistakes undo
• curprev 17:1817:18, 24 February 2023‎ Tensorproduct talk contribs‎ 23,632 bytes +5‎ →‎General case: local Lipschitz condition and maximal solutions: Local lipschitz -> change "if" to "suppose" undo
• curprev 17:0817:08, 24 February 2023‎ Tensorproduct talk contribs‎ 23,627 bytes +2,464‎ →‎Existence and uniqueness of solutions: Added more general situation: local lipschitz, maximal solution, semimartingal, explosion time. undo

2 February 2023

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13 April 2022

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3 April 2022

• curprev 17:0817:08, 3 April 2022‎ Hairer talk contribs‎ 21,174 bytes −229‎ →‎SDEs and supersymmetry: There is no Itô-Stratovich dilemma, these are just two different definitions of the stochastic integral, each with its advantages and disadvantages. undo

31 March 2022

• curprev 22:1222:12, 31 March 2022‎ Mako001 talk contribs‎ m 21,403 bytes +1,116‎ Reverted edits by 2604:3D09:797D:3500:4C0A:627F:2F62:3F97 (talk) to last revision by 80.217.153.53: unexplained content removal undo Tags: Rollback SWViewer [1.4]