Question

Fundamental Theorem of Calculus over an infinite interval such as $F(x)=\int_{-\infty}^x f(t)dt$ then $F'(x)=f(x)$

score 21 · Answer 1 · 2023-08-20 14:00:21

21

Views

Fundamental Theorem of Calculus over an infinite interval such as $F(x)=\int_{-\infty}^x f(t)dt$ then $F'(x)=f(x)$

Published on 20 Aug 2023 - 14:00

score 26 · Answer 2 · 2023-08-20 14:37:38

26

Views

Proof that the distribution of the first hitting time of a Brownian motion is the same as $\frac{a^2}{B_1^2}$

Published on 20 Aug 2023 - 14:37

score 47 · Answer 3 · 2026-04-06 22:03:18

47

Views

Distribution of maximum of random variables taken over an uncountable set

Published on 06 Apr 2026 - 22:03

score 43 · Answer 4 · 2023-08-22 14:14:28

43

Views

From continuous to discrete process

Published on 22 Aug 2023 - 14:14

score 87 · Answer 5 · 2023-08-26 06:21:28

87

Views

Asymptotic distribution of the time until collision of Brownian motions started at $-a$, $0$, and $a$

Published on 26 Aug 2023 - 6:21

score 23 · Answer 6 · 2026-03-30 09:47:56

23

Views

Extending Schilling's proof of Ito process approximation by simple processes for one-dimensional case to multivariate case

Published on 30 Mar 2026 - 9:47

score 75 · Answer 7 · 2026-03-26 14:43:14

75

Views

How to get generator of this Gaussian contraction semigroup?

Published on 26 Mar 2026 - 14:43

score 67 · Answer 8 · 2026-03-31 19:46:08

67

Views

Prove that $(\tau_x, x \geq 0)$ is markov process

Published on 31 Mar 2026 - 19:46

score 36 · Answer 9 · 2026-03-31 19:44:38

36

Views

Is my proof of Markov Property for Reflected BM correct?

Published on 31 Mar 2026 - 19:44

score 42 · Answer 10 · 2023-09-05 01:25:58

42

Views

Difference between infimum of hitting time and supremum of path for Brownian motion

Published on 05 Sep 2023 - 1:25

score 56 · Answer 11 · 2026-02-23 09:49:32

56

Views

Distribution of the maximum of a rescaled Brownian bridge?

Published on 23 Feb 2026 - 9:49

score 50 · Answer 12 · 2023-09-06 18:19:53

50

Views

Show: $ W $ is a Wiener process.

Published on 06 Sep 2023 - 18:19

score 121 · Answer 13 · 2026-02-23 10:07:18

121

Views

Construction of the Classical Wiener Measure

Published on 23 Feb 2026 - 10:07

score 30 · Answer 14 · 2023-09-12 11:18:32

30

Views

Prove that $\forall x,y \in \mathbb{R}^d , P_x\{y \in B]0,1]\}=0$

Published on 12 Sep 2023 - 11:18

score 40 · Answer 15 · 2026-04-03 01:53:33

40

Views

Rescaling the time variable in a system of SDEs.

Published on 03 Apr 2026 - 1:53

List Question

Fundamental Theorem of Calculus over an infinite interval such as $F(x)=\int_{-\infty}^x f(t)dt$ then $F'(x)=f(x)$

Proof that the distribution of the first hitting time of a Brownian motion is the same as $\frac{a^2}{B_1^2}$

Distribution of maximum of random variables taken over an uncountable set

From continuous to discrete process

Asymptotic distribution of the time until collision of Brownian motions started at $-a$, $0$, and $a$

Extending Schilling's proof of Ito process approximation by simple processes for one-dimensional case to multivariate case

How to get generator of this Gaussian contraction semigroup?

Prove that $(\tau_x, x \geq 0)$ is markov process

Is my proof of Markov Property for Reflected BM correct?

Difference between infimum of hitting time and supremum of path for Brownian motion

Distribution of the maximum of a rescaled Brownian bridge?

Show: $ W $ is a Wiener process.

Construction of the Classical Wiener Measure

Prove that $\forall x,y \in \mathbb{R}^d , P_x\{y \in B]0,1]\}=0$

Rescaling the time variable in a system of SDEs.

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