List questions from brownian-motion

Published on 14 Apr 2026 - 1:53

177

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Proof of the Markov property of BM using intersection stable generators.

Published on 09 Apr 2026 - 9:16

195

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Brownian Motion : distribution of maximizer time T = argsup B(t) in time interval [0,1]

Published on 13 Apr 2026 - 22:23

91

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Why is $\lim_{t\to 0}W(t)=0$ equivalent to $\forall n\ge 1 \; \exists m\ge 1\; \forall r\in \mathbb{Q}\cap (0,\frac{1}{m}]:|W(r)|\le \frac{1}{n}$

Published on 15 Apr 2026 - 23:49

691

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Levy's area is a $L^2$-bounded martingale

Published on 12 Apr 2026 - 9:48

74

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Brownian motion proofs using Itos Formula

Published on 09 Apr 2026 - 14:06

625

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Distribution of the supremum of Brownian motion before hitting $-1$

Published on 13 Apr 2026 - 16:34

266

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Question about a proof on the canonical process of Brownian motion.

Published on 10 Apr 2026 - 22:45

69

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Unsure how to prove this inequality used in Brownian motion proof?

Published on 14 Apr 2026 - 19:53

147

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Deriving the Law of Iterated Logs from Kolmogorov's test

Published on 15 Apr 2026 - 6:47

539

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What is the distribution of the running maximum of this "modified" Trending Ornstein-Uhlenbeck Process?

Published on 12 Apr 2026 - 0:44

114

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Using Itô's formula on product, problems with covariation process, Karatzas & Shreve, Proposition 3.5.4.

Published on 17 Apr 2026 - 0:53

1.5k

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double barrier stopping time density function

Published on 11 Apr 2026 - 1:11

60

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Ito integrals with unknown parameters

Published on 12 Apr 2026 - 16:08

54

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Independent increment of Lévy process

Published on 27 Mar 2026 - 0:02

List Question

Why is $z \mapsto E(e^zB_t)$ where $B_t$, $z\in \mathbb{C}$ is a Brownian motion is analytic.

Proof of the Markov property of BM using intersection stable generators.

Brownian Motion : distribution of maximizer time T = argsup B(t) in time interval [0,1]

Why is $\lim_{t\to 0}W(t)=0$ equivalent to $\forall n\ge 1 \; \exists m\ge 1\; \forall r\in \mathbb{Q}\cap (0,\frac{1}{m}]:|W(r)|\le \frac{1}{n}$

Levy's area is a $L^2$-bounded martingale

Brownian motion proofs using Itos Formula

Distribution of the supremum of Brownian motion before hitting $-1$

Question about a proof on the canonical process of Brownian motion.

Unsure how to prove this inequality used in Brownian motion proof?

Deriving the Law of Iterated Logs from Kolmogorov's test

What is the distribution of the running maximum of this "modified" Trending Ornstein-Uhlenbeck Process?

Using Itô's formula on product, problems with covariation process, Karatzas & Shreve, Proposition 3.5.4.

double barrier stopping time density function

Ito integrals with unknown parameters

Independent increment of Lévy process

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