List questions from brownian-motion

Published on 17 Apr 2026 - 14:39

98

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Stochastic Integration: Riemann Sums

Published on 14 Apr 2026 - 4:24

1.2k

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Difference of two standard Brownian motions

Published on 13 Apr 2026 - 7:03

121

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Distribution of $X_t=\mathbb{E}(B_1\mathbb{I}_{|B_1|\geq1}-B_1\mathbb{I}_{|B_1|<1}|\mathcal{F}_t)$?

Published on 16 Apr 2026 - 23:19

736

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Applying Multivariate Ito's Lemma

Published on 12 Apr 2026 - 1:50

99

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Conditional expectation of a smaller filtration

Published on 11 Apr 2026 - 9:55

62

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Can the integral of infinite geometric Brownian motions is a geometric Brownian motion?

Published on 11 Apr 2026 - 18:13

93

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Proving limsup of Brownian motion is not zero a.s. using $\mathbb{P}(B_1\leq0,\sup_{t\geq0}B_{t+1}−B_1 =0)$

Published on 16 Apr 2026 - 8:48

160

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Supremum of the difference of two Brownian motion with a drift

Published on 16 Apr 2026 - 7:27

195

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Martingale Representation Theorem Applied to Integral of Squared Brownian Motion wrt time

Published on 13 Apr 2026 - 16:21

34

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Understand Brownian motion with regional time-change

Published on 11 Apr 2026 - 10:15

193

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Skorokhod embedding theorem in higher dimensions

Published on 12 Apr 2026 - 14:44

158

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Showing whether $\tau=\inf\{t:X_t=\sup_{0\leq t\leq T}X_t\}$ is a stopping time or not

Published on 15 Apr 2026 - 23:06

125

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Proving $\exists C>0$ s.t. $\sup_{t\in[0,T]}\mathbb{E}(X_t^2)\leq C$ for geometric Brownian Motion

Published on 17 Apr 2026 - 1:24

60

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Measurability of reminder term in Taylor expansion about a point in a Brownian motion

Published on 11 Apr 2026 - 9:49

List Question

Existence of a similar process to the Browinan motion

Stochastic Integration: Riemann Sums

Difference of two standard Brownian motions

Distribution of $X_t=\mathbb{E}(B_1\mathbb{I}_{|B_1|\geq1}-B_1\mathbb{I}_{|B_1|<1}|\mathcal{F}_t)$?

Applying Multivariate Ito's Lemma

Conditional expectation of a smaller filtration

Can the integral of infinite geometric Brownian motions is a geometric Brownian motion?

Proving limsup of Brownian motion is not zero a.s. using $\mathbb{P}(B_1\leq0,\sup_{t\geq0}B_{t+1}−B_1 =0)$

Supremum of the difference of two Brownian motion with a drift

Martingale Representation Theorem Applied to Integral of Squared Brownian Motion wrt time

Understand Brownian motion with regional time-change

Skorokhod embedding theorem in higher dimensions

Showing whether $\tau=\inf\{t:X_t=\sup_{0\leq t\leq T}X_t\}$ is a stopping time or not

Proving $\exists C>0$ s.t. $\sup_{t\in[0,T]}\mathbb{E}(X_t^2)\leq C$ for geometric Brownian Motion

Measurability of reminder term in Taylor expansion about a point in a Brownian motion

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