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One of the mods has asked and answered a question (edit: also this question) involving stochastic calculus. I'm not quite sure how this relates to economics or finance other than the exercise being from a mathematical finance book.

Sure the Girsanov Theorem is important in mathematical finance, but I don't think its only use is in mathematical finance. It seems to me that such question should have been instead asked in Quant SE, Math SE or CV

So is it on-topic? Why/Why not? To what extent must a question involve economics or finance to be on-topic here? Are all Brownian-motion related questions on-topic here even if the question is about the mathematical details?


From Physics SE (jamals):

Questions devoid of any physics content (or reference to physics), which focus entirely on mathematical details should be migrated to the mathematics SE. If the question is regarding a mathematical method applied to a physics problem, then it is appropriate for the physics SE.

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This is a difficult question—which is why the physicists have wrestled with it so much. I would tend to be inclusive because it would be better to have overlap between two SE sites than to have gaps where good questions can't find an appropriate home.

I think an important factor should be whether economists are likely to give an answer with some additional nuance that will help the reader with the application of the technique to economics.

For example, suppose someone was interested in Langrangian methods for optimisation. For sure, the people at math.SE could answer such questions. But it is likely that economists have a better ideas how such methods fit into the typical curriculum or what the typical application is likely to look like. This might mean that economists get more useful answers to their constrained optimisation questions here.


Whatever is decided, the community should try to converge on an agreed set of guidelines because the worst thing would be to arbitrarily allow some questions and refuse others.

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  • $\begingroup$ Thanks Ubiquitous ^-^ $\endgroup$ – BCLC Dec 28 '15 at 4:42
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I agree with Ubiquitous that it is better to have overlap between SE sites than gaps. A further point in favour of inclusiveness is that the rates of unanswered questions of these types, as of just now, is lower on this site than on Mathematics or Cross Validated SE:

Unanswered Q's tagged Mathematical Economics on Economics SE: 18% (21 / 118)

Unanswered Q's tagged Economics on Mathematics SE: 31% (187 / 602)

Unanswered Q's tagged Econometrics on Economics SE: 28% (47 / 166)

Unanswered Q's tagged Econometrics on Cross Validated SE: 37% (306 / 825)

Having said that, where a question of this type does not receive an answer (or any answer appears to be low-quality) and noting that cross-posting is generally discouraged, it would I suggest sometimes be appropriate to migrate the question to a site where there would be another chance for an answer.

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  • $\begingroup$ Thanks Adam Bailey ^-^ $\endgroup$ – BCLC Dec 28 '15 at 4:42
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If the question is regarding a mathematical method applied to a physics problem, then it is appropriate for the physics SE.

In many cases, each discipline has its own idiosyncratic way of using/applying the same mathematical method, and so also of teaching/explaining/interpreting it. Then, even if the question is about a pure "technical" issue around a mathematical method, it has been asked here because the asker tries to apply this method in an Economics problem.
And in economics.se, it stands a better chance of receiving an answer from someone knowledgeable about how the method is applied in the Economics field, which I believe would result in a more helpful answer.

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  • $\begingroup$ Thanks Alecos Papadopoulos ^-^ $\endgroup$ – BCLC Dec 28 '15 at 4:42

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