Question

Given a Brownian motion $W$, and $k \in (a,b)$, I'm trying to find the distribution of $W(k)$ in terms of $W(b)$, $W(a)$, and $k$

score 48 · Answer 1 · 2026-03-30 13:54:42

48

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Given a Brownian motion $W$, and $k \in (a,b)$, I'm trying to find the distribution of $W(k)$ in terms of $W(b)$, $W(a)$, and $k$

Published on 30 Mar 2026 - 13:54

score 49 · Answer 2 · 2015-08-22 18:13:59

49

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Does a ratio of PDFs have any usable meaning?

Published on 22 Aug 2015 - 18:13

score 509 · Answer 3 · 2015-08-22 19:47:38

509

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Definition of Standard Brownian Filtration

Published on 22 Aug 2015 - 19:47

score 184 · Answer 4 · 2015-08-24 21:00:33

184

Views

Brownian motion conditional expectation

Published on 24 Aug 2015 - 21:00

score 863 · Answer 5 · 2015-08-25 16:18:39

863

Views

Expected value of distance between independent Brownian motions

Published on 25 Aug 2015 - 16:18

score 247 · Answer 6 · 2026-04-02 21:39:18

247

Views

Convergence in $L^2$ of the stochastic integral $\int\limits^{t}_{0}\frac{B_s}{e}1_{B_s\in(-e,e)}dB_s$

Published on 02 Apr 2026 - 21:39

score 73 · Answer 7 · 2015-09-06 08:57:13

73

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$\sup B_{1 + t} - B_1$ is independent of $B_1$ for $B$ a brownian motion

Published on 06 Sep 2015 - 8:57

score 1k · Answer 8 · 2026-03-30 12:45:10

1k

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What probability topics can be read without Measure Theory

Published on 30 Mar 2026 - 12:45

score 272 · Answer 9 · 2026-04-05 03:32:16

272

Views

Brownian Motion stopping time

Published on 05 Apr 2026 - 3:32

score 711 · Answer 10 · 2015-09-15 17:14:11

711

Views

Measurability of the supremum of a Brownian motion

Published on 15 Sep 2015 - 17:14

score 735 · Answer 11 · 2015-09-15 19:25:47

735

Views

Limits of Brownian Motions

Published on 15 Sep 2015 - 19:25

score 205 · Answer 12 · 2015-09-18 01:32:58

205

Views

$\limsup_{t \to 0} {L_t}/\sqrt{t} = \infty$ with probability one?

Published on 18 Sep 2015 - 1:32

score 138 · Answer 13 · 2015-09-18 16:58:52

138

Views

$\langle X\rangle_t = t?$

Published on 18 Sep 2015 - 16:58

score 215 · Answer 14 · 2026-03-29 18:30:45

215

Views

Exist $\alpha < \infty$, $\beta > 0$ such that $\mathbb{P}\{T_\lambda > t\} \le \alpha e^{-\beta t}?$

Published on 29 Mar 2026 - 18:30

score 299 · Answer 15 · 2026-03-29 11:13:36

299

Views

A martingale associated with a solution of a stochastic differential equation

Published on 29 Mar 2026 - 11:13

List Question

Given a Brownian motion $W$, and $k \in (a,b)$, I'm trying to find the distribution of $W(k)$ in terms of $W(b)$, $W(a)$, and $k$

Does a ratio of PDFs have any usable meaning?

Definition of Standard Brownian Filtration

Brownian motion conditional expectation

Expected value of distance between independent Brownian motions

Convergence in $L^2$ of the stochastic integral $\int\limits^{t}_{0}\frac{B_s}{e}1_{B_s\in(-e,e)}dB_s$

$\sup B_{1 + t} - B_1$ is independent of $B_1$ for $B$ a brownian motion

What probability topics can be read without Measure Theory

Brownian Motion stopping time

Measurability of the supremum of a Brownian motion

Limits of Brownian Motions

$\limsup_{t \to 0} {L_t}/\sqrt{t} = \infty$ with probability one?

$\langle X\rangle_t = t?$

Exist $\alpha < \infty$, $\beta > 0$ such that $\mathbb{P}\{T_\lambda > t\} \le \alpha e^{-\beta t}?$

A martingale associated with a solution of a stochastic differential equation

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