List questions from brownian-motion

Published on 29 Mar 2026 - 4:34

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Expected value of the exponential of a stopping time

Published on 29 Mar 2026 - 8:21

57

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Generator of the joint process $(X_t,Y_t)$ where $Y_t= e^{-t}W(e^{2t})$ and $X_t = \int^t_0 Y_sds$.

Published on 24 Mar 2024 - 6:45

45

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Posterior probability of Wiener process within interval

Published on 24 Mar 2024 - 14:33

66

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Is $(B_t^2 - t^2)_{t\geq 0}$ a local martingale?

Published on 23 Feb 2026 - 11:50

63

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Expected value of the square of a stopping time

Published on 29 Mar 2026 - 8:21

67

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Asymptotic form of solution to biased random walk

Published on 31 Mar 2026 - 17:53

29

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Two definitions for $\mathcal F_{\infty}$

Published on 26 Mar 2026 - 14:17

39

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Brownian motion and inverse hitting time

Published on 29 Mar 2026 - 8:13

25

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Expected value of the Brownian motion to the power of $n$

Published on 28 Mar 2024 - 3:43

29

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Is $(e^{i \lambda B_t + \frac{1}{2}\lambda^2t})_{t\geq 0}$ a martingale?

Published on 28 Mar 2026 - 21:58

43

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An (a.s.) continuous process $(X_t)_{t\geq 0}$ is a Brownian motion if $(e^{i\lambda X_t + \frac{1}{2}\lambda^2 t})_{t\geq 0}$ is a local martingale

Published on 23 Feb 2026 - 11:50

31

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Calculate $\mathbb{E}(\exp (- \lambda T_x ))$ for $\lambda > 0$ where $X$ is a Brownian Motion with drift

Published on 03 Apr 2026 - 16:53

16

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Random functions and neuronal network

Published on 25 Mar 2026 - 20:51

31

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Question related to canonical construction of Brownian Motion

Published on 23 Feb 2026 - 10:05

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Interpretation of Spitzer's Law

Expected value of the exponential of a stopping time

Generator of the joint process $(X_t,Y_t)$ where $Y_t= e^{-t}W(e^{2t})$ and $X_t = \int^t_0 Y_sds$.

Posterior probability of Wiener process within interval

Is $(B_t^2 - t^2)_{t\geq 0}$ a local martingale?

Expected value of the square of a stopping time

Asymptotic form of solution to biased random walk

Two definitions for $\mathcal F_{\infty}$

Brownian motion and inverse hitting time

Expected value of the Brownian motion to the power of $n$

Is $(e^{i \lambda B_t + \frac{1}{2}\lambda^2t})_{t\geq 0}$ a martingale?

An (a.s.) continuous process $(X_t)_{t\geq 0}$ is a Brownian motion if $(e^{i\lambda X_t + \frac{1}{2}\lambda^2 t})_{t\geq 0}$ is a local martingale

Calculate $\mathbb{E}(\exp (- \lambda T_x ))$ for $\lambda > 0$ where $X$ is a Brownian Motion with drift

Random functions and neuronal network

Question related to canonical construction of Brownian Motion

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