List questions from brownian-motion

Published on 09 Apr 2026 - 16:00

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How to prove the martingale?

Published on 10 Apr 2026 - 14:51

301

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Show that $M_t = \int_0 ^t \exp{((B_2(s)^2)} dB_1(s)$ is not a continuous square integrable martingale

Published on 17 Apr 2026 - 6:27

645

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How to show that $X_t = \frac{1}{\left| B_t -x\right|}\mathbb{1}_{\left\{ B_t \neq x\right\}}$ ("inverse brownian") is a martingale?

Published on 16 Apr 2026 - 3:19

448

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Brownian motion and hitting frequency

Published on 17 Apr 2026 - 20:47

709

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Brownian motion interesting question

Published on 10 Apr 2026 - 16:31

674

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Translational invariance of Brownian motion

Published on 12 Apr 2026 - 8:24

217

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Fractional Brownian motion as integral, mean zero

Published on 11 Apr 2026 - 21:50

290

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Independence of Brownian Motion with respect to a stopping time

Published on 15 Apr 2026 - 10:07

3.6k

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Expectation of an integral w.r.t. Brownian Motion

Published on 11 Apr 2026 - 23:11

711

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How can we easily compute $\mathbb{E} [ \left|W_t\right| ^\alpha]$?

Published on 12 Apr 2026 - 1:19

500

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convergence ito integral

Published on 11 Apr 2026 - 16:04

699

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Fixed-Time Brownian Motion Exit Probabilities

Published on 12 Apr 2026 - 19:03

936

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How to show that the following process is a submartingale

Published on 11 Apr 2026 - 20:04

103

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Cost for hedges under a Wiener process

Published on 12 Apr 2026 - 13:53

List Question

Autocorrelation of wrapped Wiener process

How to prove the martingale?

Show that $M_t = \int_0 ^t \exp{((B_2(s)^2)} dB_1(s)$ is not a continuous square integrable martingale

How to show that $X_t = \frac{1}{\left| B_t -x\right|}\mathbb{1}_{\left\{ B_t \neq x\right\}}$ ("inverse brownian") is a martingale?

Brownian motion and hitting frequency

Brownian motion interesting question

Translational invariance of Brownian motion

Fractional Brownian motion as integral, mean zero

Independence of Brownian Motion with respect to a stopping time

Expectation of an integral w.r.t. Brownian Motion

How can we easily compute $\mathbb{E} [ \left|W_t\right| ^\alpha]$?

convergence ito integral

Fixed-Time Brownian Motion Exit Probabilities

How to show that the following process is a submartingale

Cost for hedges under a Wiener process

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