List questions from brownian-motion

Published on 18 May 2015 - 16:19

904

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Logarithm of Brownian motion which is a local martingale but not a martingale

Published on 04 Apr 2026 - 10:40

323

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Proving that a local martingale given by a stochastic integral is not a martingale

Published on 04 Apr 2026 - 9:06

376

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Why is the black-scholes model arbitrage free when $\sigma >0$?

Published on 04 Apr 2026 - 9:16

182

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No drift brownian motion problem

Published on 08 Apr 2026 - 16:14

56

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Show that $M_{t}=\max_{0\leq s\leq t}B_{s}$ is adapted to the natural Brownian filtration.

Published on 21 May 2015 - 0:39

1k

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Independence of linear combinations of Brownian motions

Published on 23 May 2015 - 1:17

425

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Is $X_t := W_t^2$ a Wiener process for a Wiener process $(W_t)_{t \geq 0}$?

Published on 24 May 2015 - 9:19

44

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Reflected brownian motion at arbitrary lower barrier

Published on 24 May 2015 - 15:31

2.4k

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Integral of Brownian Motion with respect to an independent Brownian motion

Published on 02 Apr 2026 - 14:10

50

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Measurability of a set

Published on 26 May 2015 - 8:22

219

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Martingale definition

Published on 04 Apr 2026 - 12:06

1.2k

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Does Brownian Motion return to the origin infinitely soon?

Published on 29 Mar 2026 - 15:31

98

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Calculate a differenciation

Published on 02 Apr 2026 - 14:19

643

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Covariance of two integrated Brownian motions

Published on 28 May 2015 - 8:46

List Question

Density of the Absorbed Process

Logarithm of Brownian motion which is a local martingale but not a martingale

Proving that a local martingale given by a stochastic integral is not a martingale

Why is the black-scholes model arbitrage free when $\sigma >0$?

No drift brownian motion problem

Show that $M_{t}=\max_{0\leq s\leq t}B_{s}$ is adapted to the natural Brownian filtration.

Independence of linear combinations of Brownian motions

Is $X_t := W_t^2$ a Wiener process for a Wiener process $(W_t)_{t \geq 0}$?

Reflected brownian motion at arbitrary lower barrier

Integral of Brownian Motion with respect to an independent Brownian motion

Measurability of a set

Martingale definition

Does Brownian Motion return to the origin infinitely soon?

Calculate a differenciation

Covariance of two integrated Brownian motions

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