List questions from brownian-motion

353

Views

If $B=(B_t,t\ge 0)$ is a Brownian motion and $(\mathcal{F}_t,t\ge 0$ is its generated filtration, then $X_t-X_s$ are independent of $\mathcal{A}_s$

Published on 04 Apr 2026 - 5:44

69

Views

If two Brownian motion starts and end at the same points, can we say something about there difference?

Published on 26 Mar 2026 - 17:33

187

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Strong Markov Property and Product of Expectations

Published on 30 Apr 2015 - 16:30

1.7k

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Probability distribution of $\int_0^t \frac{W_s}{s} \,ds$

Published on 02 Apr 2026 - 12:25

6.3k

Views

Local martingale but not martingale

Published on 04 Apr 2026 - 5:38

1k

Views

Strong solutions SDE inequality with an application of Gronwall's inequality

Published on 29 Mar 2026 - 4:02

106

Views

Continuity of $x \mapsto E_{x}[F]$, Brownian motion

Published on 01 May 2015 - 15:28

167

Views

Standard Brownian Conditional expectation

Published on 07 Apr 2026 - 17:44

848

Views

Relationship of SDE and Feynman-Kac PDE

Published on 02 Apr 2026 - 12:25

185

Views

Liminf Brownian Motion question

Published on 30 Mar 2026 - 21:46

535

Views

Stopped brownian motion

Published on 29 Mar 2026 - 13:46

886

Views

Why can we consider the Brownian motion as being a mapping into the space of continuous functions, even though its paths are only a.s. continuous?

Published on 03 May 2015 - 23:05

461

Views

Is this a self-financing portfolio?

Published on 01 Apr 2026 - 1:12

1.5k

Views

Is the reflected Brownian Motion a Markov process

Published on 01 Apr 2026 - 18:47

895

Views

Itô integral of an elementary process

Published on 02 Apr 2026 - 12:23

List Question

If $B=(B_t,t\ge 0)$ is a Brownian motion and $(\mathcal{F}_t,t\ge 0$ is its generated filtration, then $X_t-X_s$ are independent of $\mathcal{A}_s$

If two Brownian motion starts and end at the same points, can we say something about there difference?

Strong Markov Property and Product of Expectations

Probability distribution of $\int_0^t \frac{W_s}{s} \,ds$

Local martingale but not martingale

Strong solutions SDE inequality with an application of Gronwall's inequality

Continuity of $x \mapsto E_{x}[F]$, Brownian motion

Standard Brownian Conditional expectation

Relationship of SDE and Feynman-Kac PDE

Liminf Brownian Motion question

Stopped brownian motion

Why can we consider the Brownian motion as being a mapping into the space of continuous functions, even though its paths are only a.s. continuous?

Is this a self-financing portfolio?

Is the reflected Brownian Motion a Markov process

Itô integral of an elementary process

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