Question

Pointwise convergence of Random walk to the Brownian motion

score 1.5k · Answer 1 · 2026-04-09 12:13:55

1.5k

Views

Pointwise convergence of Random walk to the Brownian motion

Published on 09 Apr 2026 - 12:13

score 405 · Answer 2 · 2026-04-12 21:03:09

405

Views

Exponential of Brownian motion on Lie algebra?

Published on 12 Apr 2026 - 21:03

score 1.6k · Answer 3 · 2026-04-14 11:18:37

1.6k

Views

Geometric Brownian Motion Probability of hitting uper boundary

Published on 14 Apr 2026 - 11:18

score 1.3k · Answer 4 · 2026-04-14 08:31:08

1.3k

Views

How to Compute $E[(W_t)^2(W_s)^2] $ , with $W_t$, $W_s$ are standard Wiener Process

Published on 14 Apr 2026 - 8:31

score 3.5k · Answer 5 · 2026-04-11 14:51:53

3.5k

Views

Finding the drift from historical stock data

Published on 11 Apr 2026 - 14:51

score 373 · Answer 6 · 2026-04-11 01:48:07

373

Views

conditional expectation exponential function of Brownian motion

Published on 11 Apr 2026 - 1:48

score 383 · Answer 7 · 2026-04-15 08:17:59

383

Views

Show that $X_t=\exp(B_t - t/2)$ converges to $0$ in probability but not uniformly integrable

Published on 15 Apr 2026 - 8:17

score 116 · Answer 8 · 2026-04-11 06:10:43

116

Views

property of brownian motion

Published on 11 Apr 2026 - 6:10

score 248 · Answer 9 · 2026-04-16 07:07:30

248

Views

Show that $P\left(\limsup\limits_{t\to\infty}\left|B_t\right|/t>c\right)\leq P\left(\sup\limits_{t\in[n,n+1]}\left|B_t\right|/n>c\;\mbox{i.o.}\right)$

Published on 16 Apr 2026 - 7:07

score 919 · Answer 10 · 2026-04-14 01:41:54

919

Views

Computing the decomposition of this semimartingale

Published on 14 Apr 2026 - 1:41

score 68 · Answer 11 · 2026-04-15 22:15:47

68

Views

Solution to SDE $\mathrm{d} S(t) = \left( \beta S(t) + (1- \beta) S_0\right) \sigma \mathrm{d} W(t)$

Published on 15 Apr 2026 - 22:15

score 222 · Answer 12 · 2026-04-11 20:40:30

222

Views

Can any stochastic differential equation be mapped onto a (generalized) Langevin equation?

Published on 11 Apr 2026 - 20:40

score 120 · Answer 13 · 2026-04-15 18:50:17

120

Views

Standard Brownian Motion Actex Manual Example 2.1.2

Published on 15 Apr 2026 - 18:50

score 479 · Answer 14 · 2026-03-29 03:35:45

479

Views

Almost sure existence of 1/2-Hölder time points of Brownian motion

Published on 29 Mar 2026 - 3:35

score 987 · Answer 15 · 2026-04-16 08:24:18

987

Views

standard Brownian motion. Calculate the probability that W(3) > W(2) > W(1).

Published on 16 Apr 2026 - 8:24

List Question

Pointwise convergence of Random walk to the Brownian motion

Exponential of Brownian motion on Lie algebra?

Geometric Brownian Motion Probability of hitting uper boundary

How to Compute $E[(W_t)^2(W_s)^2] $ , with $W_t$, $W_s$ are standard Wiener Process

Finding the drift from historical stock data

conditional expectation exponential function of Brownian motion

Show that $X_t=\exp(B_t - t/2)$ converges to $0$ in probability but not uniformly integrable

property of brownian motion

Show that $P\left(\limsup\limits_{t\to\infty}\left|B_t\right|/t>c\right)\leq P\left(\sup\limits_{t\in[n,n+1]}\left|B_t\right|/n>c\;\mbox{i.o.}\right)$

Computing the decomposition of this semimartingale

Solution to SDE $\mathrm{d} S(t) = \left( \beta S(t) + (1- \beta) S_0\right) \sigma \mathrm{d} W(t)$

Can any stochastic differential equation be mapped onto a (generalized) Langevin equation?

Standard Brownian Motion Actex Manual Example 2.1.2

Almost sure existence of 1/2-Hölder time points of Brownian motion

standard Brownian motion. Calculate the probability that W(3) > W(2) > W(1).

Trending Questions

Popular # Hahtags

Popular Questions