Question

What does it mean by "Brownian motion is not the distribution function of any signed measure"?

score 171 · Answer 1 · 2026-04-11 05:56:34

171

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What does it mean by "Brownian motion is not the distribution function of any signed measure"?

Published on 11 Apr 2026 - 5:56

score 470 · Answer 2 · 2026-04-11 09:30:12

470

Views

SDE for $e^\int$ expressions

Published on 11 Apr 2026 - 9:30

score 272 · Answer 3 · 2026-04-14 15:34:12

272

Views

Pull out measurable function out of a stochastic integral

Published on 14 Apr 2026 - 15:34

score 270 · Answer 4 · 2026-04-13 16:24:33

270

Views

Method to evaluate $\mathbf{E}[B(t)\cdot e^{B(t)}]$, where $B(t)$ is a standard Brownian motion

Published on 13 Apr 2026 - 16:24

score 241 · Answer 5 · 2026-04-13 09:43:04

241

Views

Brownian motion: find the backward conditional probability

Published on 13 Apr 2026 - 9:43

score 55 · Answer 6 · 2026-04-11 05:16:19

55

Views

A probability with brownian motion

Published on 11 Apr 2026 - 5:16

score 691 · Answer 7 · 2026-04-14 20:02:39

691

Views

How to get the Ito's formula almost surely from proving that $df(B_t)$ converges in probability to $f'(B_t)dB_t + 1/2 f''(B_t)dt$.

Published on 14 Apr 2026 - 20:02

score 260 · Answer 8 · 2026-04-09 17:15:01

260

Views

Mean and variance of an integral of Ito process.

Published on 09 Apr 2026 - 17:15

score 717 · Answer 9 · 2026-04-17 02:50:28

717

Views

Expectation of Brownian Motion conditioned to the brownian motion squared

Published on 17 Apr 2026 - 2:50

score 28 · Answer 10 · 2026-04-12 11:45:35

28

Views

Algebraic manipulation of $(\sum_j \delta_j^2)^4$

Published on 12 Apr 2026 - 11:45

score 420 · Answer 11 · 2026-04-12 09:48:54

420

Views

Quadratic Variation of Sign Function & Brownian Motion

Published on 12 Apr 2026 - 9:48

score 47 · Answer 12 · 2026-04-17 04:01:19

47

Views

For $X_t=\sum_{j=1}^d \int_0^t f_j(s)dB_s^j - \frac{1}{2}\int_0^t |f(s)|^2ds$, $\tau_n=\inf\{s\ge 0: |\exp(X_s)|\ge n\}\wedge n$ goes to $\infty$.

Published on 17 Apr 2026 - 4:01

score 597 · Answer 13 · 2026-04-15 14:02:37

597

Views

Variance of hitting time for Reflected Brownian Motion

Published on 15 Apr 2026 - 14:02

score 225 · Answer 14 · 2026-04-12 20:39:17

225

Views

Solution to a SDE

Published on 12 Apr 2026 - 20:39

score 98 · Answer 15 · 2026-03-25 17:28:18

98

Views

Iterated logarithm rule general version exists?

Published on 25 Mar 2026 - 17:28

List Question

What does it mean by "Brownian motion is not the distribution function of any signed measure"?

SDE for $e^\int$ expressions

Pull out measurable function out of a stochastic integral

Method to evaluate $\mathbf{E}[B(t)\cdot e^{B(t)}]$, where $B(t)$ is a standard Brownian motion

Brownian motion: find the backward conditional probability

A probability with brownian motion

How to get the Ito's formula almost surely from proving that $df(B_t)$ converges in probability to $f'(B_t)dB_t + 1/2 f''(B_t)dt$.

Mean and variance of an integral of Ito process.

Expectation of Brownian Motion conditioned to the brownian motion squared

Algebraic manipulation of $(\sum_j \delta_j^2)^4$

Quadratic Variation of Sign Function & Brownian Motion

For $X_t=\sum_{j=1}^d \int_0^t f_j(s)dB_s^j - \frac{1}{2}\int_0^t |f(s)|^2ds$, $\tau_n=\inf\{s\ge 0: |\exp(X_s)|\ge n\}\wedge n$ goes to $\infty$.

Variance of hitting time for Reflected Brownian Motion

Solution to a SDE

Iterated logarithm rule general version exists?

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