Topic: Stochastic Calculus

When Feynman-Kac Representations Need Extra Conditions

Well-Definedness Under Different Step Representations

When a Local Stochastic Integral Is a True Martingale

Weak Solutions and Their Probability Spaces

Weak Solutions and Flexible Probability Spaces

Weak Error for Smooth Test Functions

Weak Euler Bias for Ornstein-Uhlenbeck Moments

Weak Construction of the Tanaka Equation

Verifying Theorem Hypotheses in Worked SDE Examples

Verifying Feynman-Kac Solutions with Stopped Ito Processes