List questions from brownian-motion

Published on 23 May 2023 - 8:21

48

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Show that $\mathbb{E}[\tau] = b^2$, where $\tau = \inf[t>0: |W_t| >b]$.

Published on 23 May 2023 - 12:55

107

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Connection between continuous time and discrete white noise

Published on 25 Mar 2026 - 6:26

50

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A closed form expression for spectral moments of arbitrary order in the Wishart ensemble

Published on 25 Mar 2026 - 12:27

92

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Describing the Minimum of a Brownian Motion

Published on 25 Mar 2026 - 6:28

84

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Brownian Motion with drift away from the origin

Published on 30 Mar 2026 - 17:00

50

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Theorem 1.13 of the book Brownian motion by Morters and Peres: Proof explanation

Published on 27 May 2023 - 1:46

114

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On the quadratic variation of the Brownian motion

Published on 23 Feb 2026 - 10:22

63

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Brownian Motions probability of stopping time

Published on 28 Mar 2026 - 16:26

74

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Studying a paper named "on pricing of barrier options" by S.G. Kou and have a problem on proving a certain theorem

Published on 30 May 2023 - 12:20

28

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How to introduce a given level skewness in a geometric brownian motion?

Published on 28 Mar 2026 - 1:35

377

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Law of Large Numbers for a Brownian Motion

Published on 28 Mar 2026 - 16:04

31

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Notation for modeling the price process of risky asset in d-dimensional Black-Scholes model

Published on 30 Mar 2026 - 22:56

189

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Is a Brownian Bridge less dispersed than a Brownian Motion?

Published on 23 Feb 2026 - 9:48

49

Views

Simple question on Brownian motion (in $t=0$)

Published on 07 Jun 2023 - 17:16

List Question

Variance of Brownian motion increments

Show that $\mathbb{E}[\tau] = b^2$, where $\tau = \inf[t>0: |W_t| >b]$.

Connection between continuous time and discrete white noise

A closed form expression for spectral moments of arbitrary order in the Wishart ensemble

Describing the Minimum of a Brownian Motion

Brownian Motion with drift away from the origin

Theorem 1.13 of the book Brownian motion by Morters and Peres: Proof explanation

On the quadratic variation of the Brownian motion

Brownian Motions probability of stopping time

Studying a paper named "on pricing of barrier options" by S.G. Kou and have a problem on proving a certain theorem

How to introduce a given level skewness in a geometric brownian motion?

Law of Large Numbers for a Brownian Motion

Notation for modeling the price process of risky asset in d-dimensional Black-Scholes model

Is a Brownian Bridge less dispersed than a Brownian Motion?

Simple question on Brownian motion (in $t=0$)

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