List questions from brownian-motion

Published on 18 Aug 2016 - 13:59

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How can we show that the sample paths of standard Brownian motion are continuous?

Published on 19 Aug 2016 - 13:08

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Discrete Time to Continuous Time and Summation of Two Geometric Brownian Motions

Published on 03 Apr 2026 - 17:06

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Brownian Motion hitting probability for square-root boundaries.

Published on 29 Mar 2026 - 5:34

59

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$L^2$ convergence of approximating simple functions to Brownian motion

Published on 22 Aug 2016 - 19:52

755

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Calculate the probability with respect to Brownian motion.

Published on 22 Mar 2026 - 2:54

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Brownian motion hitting a line

Published on 24 Aug 2016 - 13:23

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Which stochastic inequalities are used here?

Published on 27 Aug 2016 - 10:51

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What is this Expectation equivalent to?

Published on 30 Mar 2026 - 23:10

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Proving an arbitrary process is Brownian motion

Published on 29 Aug 2016 - 16:20

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$E[(\int_0^t 1_{y_k} (X_s) X_s ds)^2]=0$, where $X_s$ is a geometric Brownian motion.

Published on 29 Mar 2026 - 8:16

57

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Does it make sense to ask : $\langle dS \rangle _t=d\langle S\rangle_t$?

Published on 29 Mar 2026 - 22:14

258

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Why is any positive martingale the exponential of an Ito integral w.r.t. Brownian motion?

Published on 01 Apr 2026 - 14:24

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Conditions to use Ito's Lemma

Published on 29 Mar 2026 - 8:13

761

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Why should I bother if SDE has weak but no strong solution?

Published on 03 Apr 2026 - 18:50

List Question

Probability that geometric Brownian motion hits upper/lower bound first

How can we show that the sample paths of standard Brownian motion are continuous?

Discrete Time to Continuous Time and Summation of Two Geometric Brownian Motions

Brownian Motion hitting probability for square-root boundaries.

$L^2$ convergence of approximating simple functions to Brownian motion

Calculate the probability with respect to Brownian motion.

Brownian motion hitting a line

Which stochastic inequalities are used here?

What is this Expectation equivalent to?

Proving an arbitrary process is Brownian motion

$E[(\int_0^t 1_{y_k} (X_s) X_s ds)^2]=0$, where $X_s$ is a geometric Brownian motion.

Does it make sense to ask : $\langle dS \rangle _t=d\langle S\rangle_t$?

Why is any positive martingale the exponential of an Ito integral w.r.t. Brownian motion?

Conditions to use Ito's Lemma

Why should I bother if SDE has weak but no strong solution?

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