Question

The expected first exit time of Brownian motion from the closed ball

score 163 · Answer 1 · 2026-03-28 20:22:27

163

Views

The expected first exit time of Brownian motion from the closed ball

Published on 28 Mar 2026 - 20:22

score 38 · Answer 2 · 2026-03-30 08:55:19

38

Views

Locality and restriction properties for self-avoiding and loop-erasing random walks

Published on 30 Mar 2026 - 8:55

score 158 · Answer 3 · 2026-03-28 18:17:10

158

Views

Probability of Brownian motion hitting $n$ integers and the expected hit within a time period

Published on 28 Mar 2026 - 18:17

score 28 · Answer 4 · 2023-08-02 17:54:11

28

Views

How can I show that $(tB_{1/t} \Bbb{1}_{t>0})_{t\geq 0}$ is continuous?

Published on 02 Aug 2023 - 17:54

score 66 · Answer 5 · 2023-08-03 15:14:01

66

Views

How can I show that $\Bbb{E}\left(\exp(-\mu T)\right)=\exp\left(-a\sqrt{2\mu}\right)$?

Published on 03 Aug 2023 - 15:14

score 29 · Answer 6 · 2023-08-10 23:48:26

29

Views

Validity of substituting identically distributed r.v. in expectation

Published on 10 Aug 2023 - 23:48

score 99 · Answer 7 · 2026-03-28 00:36:42

99

Views

Differentiating Stochastic Integrals (Ito Integrals)

Published on 28 Mar 2026 - 0:36

score 46 · Answer 8 · 2026-03-28 00:29:44

46

Views

Power spectral density of derivative, in the case of Brownian motion

Published on 28 Mar 2026 - 0:29

score 133 · Answer 9 · 2026-02-23 10:21:49

133

Views

Why is the quadratic covariation of two independent brownian motions zero?

Published on 23 Feb 2026 - 10:21

score 117 · Answer 10 · 2026-03-30 08:06:04

117

Views

Expectation Value of the Product of a Time integral and a Ito Integral

Published on 30 Mar 2026 - 8:06

score 59 · Answer 11 · 2023-08-15 13:44:42

59

Views

Expectation of Brownian motion given a future value: $E(W_s | W_t), s < t$

Published on 15 Aug 2023 - 13:44

score 23 · Answer 12 · 2023-08-17 10:22:40

23

Views

Density of $Y_a = sup_{t \in [\tau, \tau + a]}B_t$, where $B_t$ is a Brownian Motion

Published on 17 Aug 2023 - 10:22

score 36 · Answer 13 · 2026-03-31 03:33:50

36

Views

Conversion of a multivariate Stratanovich SDE into a Ito SDE representing a Brownian motion on a sphere

Published on 31 Mar 2026 - 3:33

score 54 · Answer 14 · 2023-08-19 08:08:47

54

Views

Proof of Strong Markov Property: why are finite dimensional distributions determined by bounded continuous functions

Published on 19 Aug 2023 - 8:08

score 47 · Answer 15 · 2023-08-20 09:48:58

47

Views

Question about conditional independence of the strong Markov property for the Brownian motion

Published on 20 Aug 2023 - 9:48

List Question

The expected first exit time of Brownian motion from the closed ball

Locality and restriction properties for self-avoiding and loop-erasing random walks

Probability of Brownian motion hitting $n$ integers and the expected hit within a time period

How can I show that $(tB_{1/t} \Bbb{1}_{t>0})_{t\geq 0}$ is continuous?

How can I show that $\Bbb{E}\left(\exp(-\mu T)\right)=\exp\left(-a\sqrt{2\mu}\right)$?

Validity of substituting identically distributed r.v. in expectation

Differentiating Stochastic Integrals (Ito Integrals)

Power spectral density of derivative, in the case of Brownian motion

Why is the quadratic covariation of two independent brownian motions zero?

Expectation Value of the Product of a Time integral and a Ito Integral

Expectation of Brownian motion given a future value: $E(W_s | W_t), s < t$

Density of $Y_a = sup_{t \in [\tau, \tau + a]}B_t$, where $B_t$ is a Brownian Motion

Conversion of a multivariate Stratanovich SDE into a Ito SDE representing a Brownian motion on a sphere

Proof of Strong Markov Property: why are finite dimensional distributions determined by bounded continuous functions

Question about conditional independence of the strong Markov property for the Brownian motion

Trending Questions

Popular # Hahtags

Popular Questions