Question

mean value property for subharmonic functions (probabilistic proof)

score 28 · Answer 1 · 2026-03-31 05:10:06

28

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mean value property for subharmonic functions (probabilistic proof)

Published on 31 Mar 2026 - 5:10

score 40 · Answer 2 · 2026-02-23 11:59:39

40

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basic complex analysis, confusion about complex exponential and its modulus

Published on 23 Feb 2026 - 11:59

score 16 · Answer 3 · 2026-02-23 09:47:42

16

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Derivation of $E[B_t | B_T]$ for $t<T$

Published on 23 Feb 2026 - 9:47

score 570 · Answer 4 · 2026-03-28 22:55:04

570

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In calculus, if $\frac{dy}{dx}$ is not in fact a fraction, is the equation below for geometric brownian motion technically incorrect?

Published on 28 Mar 2026 - 22:55

score 50 · Answer 5 · 2026-04-01 12:03:38

50

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Proving that the expected value of an $L^2$ approximation of $\int_{0}^{T} B_t^2 \,dt$ by simple functions goes to 0 as $n \to \infty$

Published on 01 Apr 2026 - 12:03

score 66 · Answer 6 · 2024-03-17 18:37:05

66

Views

Proving the process $(Y_t)_{t\in[0,\infty)}$ is a standard Brownian motion

Published on 17 Mar 2024 - 18:37

score 82 · Answer 7 · 2024-03-18 16:40:40

82

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Joint law of Brownian motion maximum and its values at different points

Published on 18 Mar 2024 - 16:40

score 32 · Answer 8 · 2026-02-23 10:02:52

32

Views

Potential density of killed brownian by local time

Published on 23 Feb 2026 - 10:02

score 37 · Answer 9 · 2026-03-25 06:12:49

37

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Interpretation of the timescale non-dimensionalizing $\partial_t c(x,t) = - \frac{\dot{s}x}{s}\partial_x c + D \partial_x^2c$

Published on 25 Mar 2026 - 6:12

score 48 · Answer 10 · 2024-03-19 16:12:55

48

Views

Expectation of $B_u \operatorname{argmax}_{t \in [0, T]} B_t$

Published on 19 Mar 2024 - 16:12

score 31 · Answer 11 · 2024-03-20 11:08:08

31

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2D Brownian motion with step length drown from a probility distribution

Published on 20 Mar 2024 - 11:08

score 20 · Answer 12 · 2024-03-20 17:30:59

20

Views

Distribution of Increments of a fractional Brownian Motion

Published on 20 Mar 2024 - 17:30

score 85 · Answer 13 · 2024-03-21 13:47:58

85

Views

Boundary conditions for SHJB equation

Published on 21 Mar 2024 - 13:47

score 33 · Answer 14 · 2026-03-29 08:18:20

33

Views

First hitting time of biased random walk in 2 dimensions

Published on 29 Mar 2026 - 8:18

score 31 · Answer 15 · 2026-04-01 00:12:18

31

Views

expected number of of intersections of independent brownian motions on the line

Published on 01 Apr 2026 - 0:12

List Question

mean value property for subharmonic functions (probabilistic proof)

basic complex analysis, confusion about complex exponential and its modulus

Derivation of $E[B_t | B_T]$ for $t<T$

In calculus, if $\frac{dy}{dx}$ is not in fact a fraction, is the equation below for geometric brownian motion technically incorrect?

Proving that the expected value of an $L^2$ approximation of $\int_{0}^{T} B_t^2 \,dt$ by simple functions goes to 0 as $n \to \infty$

Proving the process $(Y_t)_{t\in[0,\infty)}$ is a standard Brownian motion

Joint law of Brownian motion maximum and its values at different points

Potential density of killed brownian by local time

Interpretation of the timescale non-dimensionalizing $\partial_t c(x,t) = - \frac{\dot{s}x}{s}\partial_x c + D \partial_x^2c$

Expectation of $B_u \operatorname{argmax}_{t \in [0, T]} B_t$

2D Brownian motion with step length drown from a probility distribution

Distribution of Increments of a fractional Brownian Motion

Boundary conditions for SHJB equation

First hitting time of biased random walk in 2 dimensions

expected number of of intersections of independent brownian motions on the line

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