List questions from brownian-motion

Published on 11 Apr 2026 - 19:57

62

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For all $\varphi \in (\mathbb{R}^d)^*, |\varphi|=1$, $\limsup_{h \downarrow 0}\frac{|\varphi(B_{t,t+h})|}{\sqrt{h \ln\ln (1/h)}} \geq c$ a.s.

Published on 14 Apr 2026 - 13:52

113

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With what probability is the brownian motion going to be in an epsilon neighborhood of one of its possible sample paths

Published on 16 Apr 2026 - 1:01

129

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Distribution of integral with respect to Brownian motion in terms of the Brownian motion

Published on 12 Apr 2026 - 15:49

214

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Expectation of functional of Brownian bridge

Published on 11 Apr 2026 - 4:01

46

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How can I prove that $X$ and $Y$ have the same distribution?

Published on 11 Apr 2026 - 0:46

95

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Expectation of Brownian motion increments under a permutation.

Published on 13 Apr 2026 - 5:05

324

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Explaining delta method for quantiles

Published on 11 Apr 2026 - 5:20

2.9k

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Exit Time of an Interval Brownian Motion - Distribution

Published on 14 Apr 2026 - 20:54

102

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$B(t+a)-B(a)$ is a Brownian motion

Published on 12 Apr 2026 - 18:48

274

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Unique EMM & completeness in the Black-Scholes model

Published on 15 Apr 2026 - 11:51

773

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Conditional Distribution of a Brownian Motion

Published on 09 Apr 2026 - 1:58

1.2k

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Joint distribution of running max and min of a standard Brownian motion

Published on 12 Apr 2026 - 1:05

2.5k

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Distribution of Brownian Motion squared

Published on 13 Apr 2026 - 23:54

769

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Durett's proof of Skorokhod’s representation theorem

Published on 13 Apr 2026 - 12:51

List Question

Pearson's correlation coefficient and Wiener processes

For all $\varphi \in (\mathbb{R}^d)^*, |\varphi|=1$, $\limsup_{h \downarrow 0}\frac{|\varphi(B_{t,t+h})|}{\sqrt{h \ln\ln (1/h)}} \geq c$ a.s.

With what probability is the brownian motion going to be in an epsilon neighborhood of one of its possible sample paths

Distribution of integral with respect to Brownian motion in terms of the Brownian motion

Expectation of functional of Brownian bridge

How can I prove that $X$ and $Y$ have the same distribution?

Expectation of Brownian motion increments under a permutation.

Explaining delta method for quantiles

Exit Time of an Interval Brownian Motion - Distribution

$B(t+a)-B(a)$ is a Brownian motion

Unique EMM & completeness in the Black-Scholes model

Conditional Distribution of a Brownian Motion

Joint distribution of running max and min of a standard Brownian motion

Distribution of Brownian Motion squared

Durett's proof of Skorokhod’s representation theorem

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