List questions from brownian-motion

Published on 11 Apr 2026 - 10:58

93

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Can we show that a local martingale is closed when it is stopped at one of the localising stopping times?

Published on 12 Apr 2026 - 1:02

159

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Why is $\sigma(B_{s}-s: 0\leq s\leq t)$ strictly included in $\mathcal{F}_{t}^{B}$

Published on 15 Apr 2026 - 6:03

49

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Find the expectation of time that a leaf falls on the ground moving with Brownian motion

Published on 12 Apr 2026 - 0:53

182

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Compute the infinitesimal generator of standard Brownian bridge

Published on 11 Apr 2026 - 1:46

711

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Covariance of Brownian motion intuition

Published on 13 Apr 2026 - 7:37

34

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Measure of time spent increasing by a Brownian motion

Published on 09 Apr 2026 - 5:18

342

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Rotational invariance of Brownian Motion

Published on 13 Apr 2026 - 13:40

68

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Brownian motion property on interval

Published on 13 Apr 2026 - 23:18

137

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Compute $P(B_{t}>0,B_{s}>0)$ where $B$ is a standard Brownian motion

Published on 15 Apr 2026 - 2:36

158

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Probability of Brownian Motion touching a circle

Published on 13 Apr 2026 - 6:14

158

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Brownian motion dyadic construction convergence

Published on 11 Apr 2026 - 4:36

53

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Is $X_t:=\int_0^t (B_s^2+3s+4)\,\mathrm d B_s$ a martingale?

Published on 15 Apr 2026 - 10:24

72

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Subsequence of Brownian motion at infinity

Published on 14 Apr 2026 - 23:25

67

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Questions regarding finite variation and local martingale

Published on 14 Apr 2026 - 23:48

List Question

Brownian motion with Karhunen-Loéve expansion

Can we show that a local martingale is closed when it is stopped at one of the localising stopping times?

Why is $\sigma(B_{s}-s: 0\leq s\leq t)$ strictly included in $\mathcal{F}_{t}^{B}$

Find the expectation of time that a leaf falls on the ground moving with Brownian motion

Compute the infinitesimal generator of standard Brownian bridge

Covariance of Brownian motion intuition

Measure of time spent increasing by a Brownian motion

Rotational invariance of Brownian Motion

Brownian motion property on interval

Compute $P(B_{t}>0,B_{s}>0)$ where $B$ is a standard Brownian motion

Probability of Brownian Motion touching a circle

Brownian motion dyadic construction convergence

Is $X_t:=\int_0^t (B_s^2+3s+4)\,\mathrm d B_s$ a martingale?

Subsequence of Brownian motion at infinity

Questions regarding finite variation and local martingale

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