List questions from brownian-motion

Published on 11 Apr 2026 - 2:50

816

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Brownian motion: changing the order of expectation and integration in $E \left( \int_s^t B_x dx \mid F_s \right)$

Published on 14 Apr 2026 - 18:54

78

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$E \left\{ \left( \sum_{i=0}^{n-1} \left[ B_{c_i} \left( B_{t_{i+1}} - B_{t_i}\right)\right] \right)^2 \right\}$, where $c_i \in [t_i, t_{i+1}]$

Published on 16 Apr 2026 - 13:43

1.5k

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Independent increments?

Published on 11 Apr 2026 - 22:23

721

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Show that two random variables are equal in distribution

Published on 10 Apr 2026 - 19:11

242

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Differentiability of hitting time of Brownian motion

Published on 09 Apr 2026 - 10:46

1k

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Brownian motion question

Published on 10 Apr 2026 - 21:52

2k

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Brownian Motion and Probability Density Function

Published on 14 Apr 2026 - 12:03

5.2k

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Applying Ito formula to the Brownian bridge

Published on 09 Apr 2026 - 18:58

182

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Expection of Brownian Squared conditional on the end of the path

Published on 09 Apr 2026 - 20:39

328

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Second order linear partial differential equation: $\partial_t u(t,x)+\frac12 \partial_{x,x} u(t,x)+u(t,x)v(x)=0$

Published on 17 Apr 2026 - 13:53

957

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beginner's question about Brownian motion

Published on 11 Apr 2026 - 14:52

765

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Wiener martingale

Published on 15 Apr 2026 - 15:48

96

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Breaking up Wiener processes with indicator functions?

Published on 12 Apr 2026 - 11:57

3.4k

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Min of two stopping times is also a stopping time.

Published on 15 Apr 2026 - 10:44

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Arcsine law for Brownian motion

Brownian motion: changing the order of expectation and integration in $E \left( \int_s^t B_x dx \mid F_s \right)$

$E \left\{ \left( \sum_{i=0}^{n-1} \left[ B_{c_i} \left( B_{t_{i+1}} - B_{t_i}\right)\right] \right)^2 \right\}$, where $c_i \in [t_i, t_{i+1}]$

Independent increments?

Show that two random variables are equal in distribution

Differentiability of hitting time of Brownian motion

Brownian motion question

Brownian Motion and Probability Density Function

Applying Ito formula to the Brownian bridge

Expection of Brownian Squared conditional on the end of the path

Second order linear partial differential equation: $\partial_t u(t,x)+\frac12 \partial_{x,x} u(t,x)+u(t,x)v(x)=0$

beginner's question about Brownian motion

Wiener martingale

Breaking up Wiener processes with indicator functions?

Min of two stopping times is also a stopping time.

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