List questions from brownian-motion

Published on 25 Mar 2026 - 17:33

88

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Wiener space, probability measure, local martingale

Published on 19 Mar 2026 - 0:10

543

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Expectation of a stopping time w.r.t Brownian motion

Published on 25 Mar 2026 - 9:50

81

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Calculating expected value of a complex wiener process (geometric, cosine, quadratic multiplications)

Published on 09 Nov 2018 - 22:46

481

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Two different answers when integrating with respect to Brownian motion

Published on 25 Mar 2026 - 17:32

69

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Relation between time-changed solutions to SDEs

Published on 25 Mar 2026 - 3:24

82

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Measurable state space

Published on 25 Mar 2026 - 17:28

230

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Supremum of a general Gaussian Process

Published on 12 Nov 2018 - 2:32

347

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How can I show that the stochastic integral of a jump process w.r.t. Brownian motion is a local martingale by using this special localizing sequence?

Published on 23 Feb 2026 - 2:50

73

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Introduction to SDE : why does the noise is the derivative of Brownian motion?

Published on 14 Nov 2018 - 13:08

84

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If $W$ a brownian motion, what is $\mathbb P\{W(t_2)\in [a_2,b_2]\mid W(t_1)=x_1\}$

Published on 14 Nov 2018 - 19:59

213

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For a Brownian motion $(B_t)_{t \geq 0}$, do we have $E[(B_\tau - B_\sigma)^2]=E[B_\tau^2 - B_\sigma^2]$ for stopping times $\sigma \leq \tau$?

Published on 25 Mar 2026 - 9:50

167

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Random "start afresh" of Brownian Motion

Published on 16 Nov 2018 - 15:00

168

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Stretching the Brownian Motion in $[0,1]$ to get another Brownian Motion in $[0,t]$

Published on 24 Mar 2026 - 23:57

961

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Ito integral exponent of Brownian Motion

Published on 25 Mar 2026 - 19:03

List Question

Distribution of the Itō integral process with respect to Brownian motion

Wiener space, probability measure, local martingale

Expectation of a stopping time w.r.t Brownian motion

Calculating expected value of a complex wiener process (geometric, cosine, quadratic multiplications)

Two different answers when integrating with respect to Brownian motion

Relation between time-changed solutions to SDEs

Measurable state space

Supremum of a general Gaussian Process

How can I show that the stochastic integral of a jump process w.r.t. Brownian motion is a local martingale by using this special localizing sequence?

Introduction to SDE : why does the noise is the derivative of Brownian motion?

If $W$ a brownian motion, what is $\mathbb P\{W(t_2)\in [a_2,b_2]\mid W(t_1)=x_1\}$

For a Brownian motion $(B_t)_{t \geq 0}$, do we have $E[(B_\tau - B_\sigma)^2]=E[B_\tau^2 - B_\sigma^2]$ for stopping times $\sigma \leq \tau$?

Random "start afresh" of Brownian Motion

Stretching the Brownian Motion in $[0,1]$ to get another Brownian Motion in $[0,t]$

Ito integral exponent of Brownian Motion

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