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15
Math.TechQA.Club
2026-04-12 13:34:42
358
Views
Sharpen Doob's Maximal Inequality
Published on
12 Apr 2026 - 13:34
#probability-theory
#inequality
#brownian-motion
#stochastic-analysis
597
Views
Time-changed Brownian Motion
Published on
06 Apr 2026 - 21:42
#probability-theory
#brownian-motion
#martingales
#stochastic-analysis
513
Views
brownian bridge definition
Published on
11 Apr 2026 - 11:11
#probability-theory
#brownian-motion
740
Views
brownian bridge and supremum
Published on
19 Jun 2016 - 21:17
#probability-theory
#brownian-motion
84
Views
For a one-dimensional Brownian motion $B_t$ $Ee^{\zeta B_t}=e^{t\zeta ^2/2}\; \text{for all} \; \zeta \in \mathbb{C}.$
Published on
19 Jun 2016 - 23:34
#probability-theory
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-analysis
115
Views
a conundrum regarding integrated Brownian motion and fractals
Published on
31 Mar 2026 - 7:52
#brownian-motion
#fractals
294
Views
Distributional equality
Published on
24 Jun 2016 - 8:49
#probability-theory
#probability-distributions
#stochastic-processes
#brownian-motion
228
Views
Brownian motion hitting probability and Martin capacity
Published on
26 Jun 2016 - 11:51
#probability
#reference-request
#stochastic-calculus
#brownian-motion
135
Views
Brownian Motion-Independence of Increments
Published on
12 Apr 2026 - 17:46
#probability
#brownian-motion
#independence
328
Views
Green's function and strong Markov property for stopped Brownian motion
Published on
26 Mar 2026 - 13:01
#probability
#reference-request
#stochastic-calculus
#brownian-motion
#reference-works
388
Views
Hitting times in two-dimensional case: expectation of Brownian motion at a hitting time
Published on
30 Mar 2026 - 12:28
#probability-theory
#stochastic-processes
#brownian-motion
#stopping-times
41
Views
Question about motion.
Published on
09 Apr 2026 - 13:35
#brownian-motion
109
Views
brownian sample path
Published on
12 Apr 2026 - 2:01
#convergence-divergence
#brownian-motion
#quadratic-variation
318
Views
What is the time unit of Wiener process?
Published on
12 Apr 2026 - 4:44
#stochastic-processes
#brownian-motion
1.7k
Views
Is the supremum of an almost surely continuous stochastic process measurable?
Published on
11 Apr 2026 - 4:31
#probability-theory
#measure-theory
#stochastic-processes
#brownian-motion
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