List questions from brownian-motion

Published on 11 Apr 2026 - 5:19

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A problem with regard to Wiener process

Published on 09 Apr 2026 - 2:42

3.5k

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Hölder Continuity of Fractional Brownian Motion

Published on 11 Apr 2026 - 17:07

1.2k

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Show that $M_t$ is a Standard Brownian Motion

Published on 14 Apr 2026 - 16:57

2.6k

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Show that this process is a martingale

Published on 14 Apr 2026 - 21:29

1.1k

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Applying Ergodic Theorem on fractional Brownian motion

Published on 12 Apr 2026 - 23:31

20.3k

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Expectation of Stopping Time w.r.t a Brownian Motion

Published on 14 Apr 2026 - 20:55

3.4k

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How to show that $E[e^{\sigma B(t) - \frac{\sigma ^2 t}{2}} | \mathscr{F}(s)]$ is a martingale?

Published on 16 Apr 2026 - 19:29

1.1k

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What is the conditional distribution of $B(s)\mid B(t_1)=x_1,B(t_2)=x_2$ for $0<t_1<s<t_2$?

Published on 15 Apr 2026 - 22:47

272

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Relation between $\text{d}M_t$ and $\text{d}B_t$ when $M_t=\max_{0\leq s\leq t}B_s$

Published on 17 Apr 2026 - 15:09

1.8k

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Ito Isometry for conditional expectations

Published on 13 Apr 2026 - 19:12

5.2k

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Covariance of Brownian Bridge?

Published on 13 Apr 2026 - 4:36

1.3k

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Covariance of Brownian-motion-like processes

Published on 14 Apr 2026 - 5:04

1.9k

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Brownian Motion Covariance: max instead of min

Published on 13 Apr 2026 - 23:18

784

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Integral of the positive part of a Brownian motion

Published on 14 Apr 2026 - 13:36

List Question

Expectations of multiplied Wiener processes.

A problem with regard to Wiener process

Hölder Continuity of Fractional Brownian Motion

Show that $M_t$ is a Standard Brownian Motion

Show that this process is a martingale

Applying Ergodic Theorem on fractional Brownian motion

Expectation of Stopping Time w.r.t a Brownian Motion

How to show that $E[e^{\sigma B(t) - \frac{\sigma ^2 t}{2}} | \mathscr{F}(s)]$ is a martingale?

What is the conditional distribution of $B(s)\mid B(t_1)=x_1,B(t_2)=x_2$ for $0<t_1<s<t_2$?

Relation between $\text{d}M_t$ and $\text{d}B_t$ when $M_t=\max_{0\leq s\leq t}B_s$

Ito Isometry for conditional expectations

Covariance of Brownian Bridge?

Covariance of Brownian-motion-like processes

Brownian Motion Covariance: max instead of min

Integral of the positive part of a Brownian motion

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