List questions from brownian-motion

Published on 10 Apr 2026 - 20:35

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Brownian Motion for Price of a Stock

Published on 14 Apr 2026 - 1:26

93

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Prove the equality $\mathbb{E}[(X_s^2-\mathbb{E}[X_s^2])(X_t^2-\mathbb{E}[X_t^2])]=2\mathbb{E}[X_sX_t]^2$

Published on 16 Apr 2026 - 11:08

646

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Quantiles of a Brownian Motion

Published on 26 Mar 2026 - 2:50

1.4k

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Show that the following process is a martingale without Ito's formula

Published on 10 Apr 2026 - 20:25

147

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Black Scholes Proof Questions

Published on 10 Apr 2026 - 10:08

97

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Brownian Motion Question risk neutral process with exchange rates

Published on 10 Apr 2026 - 15:20

38

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Stochastic Integrals Question

Published on 10 Apr 2026 - 4:15

63

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FCLT: prove the following convergence

Published on 12 Apr 2026 - 22:26

379

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Semimartingale property of function of Brownian motion

Published on 11 Apr 2026 - 10:55

137

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Compute $E\tau e^{-\lambda \tau}$, where $\tau = \inf\{t >0 : |W_t| = 1\}$

Published on 15 Apr 2026 - 3:16

65

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Approximation of integrals of brownian bridges by simulation using random walks

Published on 14 Apr 2026 - 1:18

994

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Calculate $\mathbb{E}(\tau^2)$ for an exit time $\tau$ of Brownian motion

Published on 13 Apr 2026 - 19:13

259

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Show that semimartingale related to Brownian motion is local martingale

Published on 11 Apr 2026 - 10:55

1k

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Process properties of the maximum of two independent linear Brownian motions

Published on 11 Apr 2026 - 13:04

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Stochastic Differential Equation solution for Geometric Brownian Motion

Brownian Motion for Price of a Stock

Prove the equality $\mathbb{E}[(X_s^2-\mathbb{E}[X_s^2])(X_t^2-\mathbb{E}[X_t^2])]=2\mathbb{E}[X_sX_t]^2$

Quantiles of a Brownian Motion

Show that the following process is a martingale without Ito's formula

Black Scholes Proof Questions

Brownian Motion Question risk neutral process with exchange rates

Stochastic Integrals Question

FCLT: prove the following convergence

Semimartingale property of function of Brownian motion

Compute $E\tau e^{-\lambda \tau}$, where $\tau = \inf\{t >0 : |W_t| = 1\}$

Approximation of integrals of brownian bridges by simulation using random walks

Calculate $\mathbb{E}(\tau^2)$ for an exit time $\tau$ of Brownian motion

Show that semimartingale related to Brownian motion is local martingale

Process properties of the maximum of two independent linear Brownian motions

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