List questions from brownian-motion

Published on 07 Apr 2026 - 20:59

95

Views

I want Find $d(\frac{X(t)}{Y(t)})$ where $B(t)$ is a brownian motion and $X(t)=tB (t)$ and $Y(t)=e^{B(t)}$.

Published on 19 Dec 2013 - 16:43

93

Views

$B(t)$ is brownian motion. I want Find $d(M(t))^2$,where $M(t)=e^{B(t)-\frac{t}{2}}$,

Published on 20 Dec 2013 - 10:38

145

Views

Independence in Brownian Motion

Published on 08 Apr 2026 - 22:24

170

Views

A Special case of geometric Brownian motion

Published on 13 Apr 2026 - 11:31

8.8k

Views

Confusion about $E(B(t)^2)$, $E(B(t)^3)$ and $E(e^{\sigma B(t)})$ where $(B(t))$ is a Brownian motion

Published on 13 Apr 2026 - 12:24

513

Views

Expected Value of SDE

Published on 12 Apr 2026 - 3:32

571

Views

Sojourn time for Brownian motion with drift

Published on 11 Apr 2026 - 0:32

3.1k

Views

Expectation of stochastic integrals related to Brownian Motion

Published on 31 Dec 2013 - 12:12

112

Views

Indicator function of an infinitesimal set

Published on 13 Apr 2026 - 5:04

139

Views

Solution of $\frac{\partial f}{\partial t}(t,x) = 2 \frac{\partial^2f}{\partial x^2}(t,x)$

Published on 31 Mar 2026 - 7:07

1.4k

Views

Show that a process is no semimartingale

Published on 12 Apr 2026 - 21:47

456

Views

expectations of Brownian motions

Published on 12 Apr 2026 - 5:30

2.9k

Views

Show that this is a stopping time

Published on 30 Mar 2026 - 17:15

7.5k

Views

Brownian Bridge as a Gaussian Process

Published on 12 Jan 2014 - 13:37

List Question

Fake Brownian Motion

I want Find $d(\frac{X(t)}{Y(t)})$ where $B(t)$ is a brownian motion and $X(t)=tB (t)$ and $Y(t)=e^{B(t)}$.

$B(t)$ is brownian motion. I want Find $d(M(t))^2$,where $M(t)=e^{B(t)-\frac{t}{2}}$,

Independence in Brownian Motion

A Special case of geometric Brownian motion

Confusion about $E(B(t)^2)$, $E(B(t)^3)$ and $E(e^{\sigma B(t)})$ where $(B(t))$ is a Brownian motion

Expected Value of SDE

Sojourn time for Brownian motion with drift

Expectation of stochastic integrals related to Brownian Motion

Indicator function of an infinitesimal set

Solution of $\frac{\partial f}{\partial t}(t,x) = 2 \frac{\partial^2f}{\partial x^2}(t,x)$

Show that a process is no semimartingale

expectations of Brownian motions

Show that this is a stopping time

Brownian Bridge as a Gaussian Process

Trending Questions

Popular # Hahtags

Popular Questions