List questions from brownian-motion

Published on 30 Jul 2018 - 21:25

125

Views

Law of supremum of time-scaled Brownian motion

Published on 01 Aug 2018 - 12:19

161

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Probability that a Brownian Motion in R2 hits a line through the origin.

Published on 01 Aug 2018 - 23:34

318

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For what values of a is this process a well defined Ito integral

Published on 05 Aug 2018 - 9:30

258

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Ito Integral and brownian motion question

Published on 05 Aug 2018 - 9:39

415

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Equality in law of two stochastic processes

Published on 25 Mar 2026 - 0:06

183

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How does the general stochastic integral generalize the Brownian motion stochastic integral?

Published on 23 Feb 2026 - 1:25

225

Views

Will simple random walk on $n$-cycle converges to Brownian motion on $S^1$?

Published on 25 Mar 2026 - 17:39

149

Views

Bounding 2D Brownian Motion expected barrier hitting time of a square

Published on 25 Mar 2026 - 19:04

81

Views

Expectation of the absolute of the difference between two B.M, $\DeclareMathOperator*{\E}{\mathbb{E}}|B(s)-B(t)|=\sqrt{\frac{2}{\pi}}|t-s|^{1/2}$?

Published on 25 Mar 2026 - 12:34

163

Views

Why the probability is concentrated on $\{0, \infty\}$

Published on 14 Aug 2018 - 22:31

795

Views

Why does integrating Brownian motion transition probability and first hitting time density produce a Cauchy?

Published on 25 Mar 2026 - 21:22

1.1k

Views

How can variance and mean of brownian motion be stated

Published on 15 Aug 2018 - 21:23

389

Views

Symmetry of a Brownian motion

Published on 23 Aug 2018 - 14:33

4.5k

Views

Show that the stochastic exponential is a true martingale

Published on 25 Aug 2018 - 0:25

List Question

Hypotheses of Itô's Lemma

Law of supremum of time-scaled Brownian motion

Probability that a Brownian Motion in R2 hits a line through the origin.

For what values of a is this process a well defined Ito integral

Ito Integral and brownian motion question

Equality in law of two stochastic processes

How does the general stochastic integral generalize the Brownian motion stochastic integral?

Will simple random walk on $n$-cycle converges to Brownian motion on $S^1$?

Bounding 2D Brownian Motion expected barrier hitting time of a square

Expectation of the absolute of the difference between two B.M, $\DeclareMathOperator*{\E}{\mathbb{E}}|B(s)-B(t)|=\sqrt{\frac{2}{\pi}}|t-s|^{1/2}$?

Why the probability is concentrated on $\{0, \infty\}$

Why does integrating Brownian motion transition probability and first hitting time density produce a Cauchy?

How can variance and mean of brownian motion be stated

Symmetry of a Brownian motion

Show that the stochastic exponential is a true martingale

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