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15
Math.TechQA.Club
2026-04-13 18:25:21
1.5k
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Quadratic variation of a Brownian motion up to time $T$ converges to $T$ in $L^2$?
Published on
13 Apr 2026 - 18:25
#probability-theory
#stochastic-processes
#brownian-motion
#quadratic-variation
10.3k
Views
Wiener Process $dB^2=dt$
Published on
12 Apr 2026 - 23:10
#stochastic-processes
#stochastic-calculus
#brownian-motion
857
Views
Solutions to stochastic differential equations
Published on
11 Apr 2026 - 0:33
#stochastic-processes
#brownian-motion
7.2k
Views
How to derive the Ornstein-Uhlenbeck Stochastic Integral Equation?
Published on
10 Apr 2026 - 20:55
#stochastic-processes
#integration
#stochastic-integrals
#brownian-motion
1.8k
Views
Sobolev meets Wiener
Published on
09 Apr 2026 - 21:53
#stochastic-processes
#brownian-motion
#sobolev-spaces
#derivatives
236
Views
Ruin probability
Published on
14 Apr 2026 - 15:44
#stochastic-processes
#brownian-motion
1.1k
Views
Stochastic integral inequality
Published on
12 Apr 2026 - 14:50
#inequality
#stochastic-integrals
#brownian-motion
4.6k
Views
confusion about the multi-dimensional Brownian motion
Published on
10 Apr 2026 - 16:48
#stochastic-processes
#brownian-motion
8.7k
Views
Quadratic Variation of Brownian Motion
Published on
12 Apr 2026 - 11:53
#stochastic-processes
#brownian-motion
#quadratic-variation
775
Views
Show the limsup of $B_t/\sqrt{t}$ when $t\to\infty$ is positive
Published on
18 Apr 2026 - 13:01
#probability
#stochastic-processes
#brownian-motion
177
Views
Using a laplace type expansion to get bounds on an integral arising in the study of Brownian motion
Published on
12 Apr 2026 - 14:08
#real-analysis
#analysis
#probability-theory
#brownian-motion
621
Views
Expectation of an integral of the minimum of a Brownian motion and a constant
Published on
13 Apr 2026 - 9:04
#probability
#stochastic-processes
#brownian-motion
691
Views
Brownian Bridge. Law of a process
Published on
12 Apr 2026 - 17:46
#probability
#brownian-motion
2.5k
Views
Absolute value of Brownian motion
Published on
13 Apr 2026 - 9:29
#probability
#brownian-motion
304
Views
Length of Wiener Sausage
Published on
18 Apr 2026 - 23:17
#probability
#brownian-motion
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