List questions from brownian-motion

Published on 15 Apr 2026 - 20:22

239

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What does it mean to choose a Brownian motion for a weak solution to an SDE?

Published on 11 Apr 2026 - 11:36

133

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Is $(B_{\tau_b + (t - \tau_b)} - B_{\tau_b})_{t \ge 0}$ independent of $\mathcal{F}_{\tau_b}$ for a Brownian motion $(B_t)_{t\ge 0}$?

Published on 16 Apr 2026 - 9:09

331

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Expectation of Brownian Motion

Published on 10 Apr 2026 - 18:15

98

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Stochastic Differential Equation Help

Published on 09 Apr 2026 - 3:14

193

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Let $W_{t}$ be a Brownian motion independent of $B_{t} .$ Find the probability $P\left(\int_{0}^{1} e^{t} d B_{t}>\int_{0}^{1 / 2} t d W_{t}\right)$.

Published on 17 Apr 2026 - 14:21

121

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Stochastic Differential Equation Explanation

Published on 09 Apr 2026 - 9:28

199

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Find the solution $f(x, t)$ to the partial differential equation for $0 \leq t \leq 1$

Published on 15 Apr 2026 - 19:01

487

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Solving SDE Help Xt^2

Published on 12 Apr 2026 - 0:12

89

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Conditional Expectation Brownian-Motion

Published on 23 Apr 2026 - 19:12

59

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Expectation of SDE

Published on 09 Apr 2026 - 19:08

83

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Does this property hold for a Geometric Brownian Motion?

Published on 15 Apr 2026 - 2:00

280

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Expected value of first hitting time

Published on 10 Apr 2026 - 18:16

95

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Calculating quadratic covariance

Published on 14 Apr 2026 - 3:57

610

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Laplace Equation for Brownian Motion

Published on 12 Apr 2026 - 1:02

List Question

Brownian Motion has generator $\frac{1}{2} f''$

What does it mean to choose a Brownian motion for a weak solution to an SDE?

Is $(B_{\tau_b + (t - \tau_b)} - B_{\tau_b})_{t \ge 0}$ independent of $\mathcal{F}_{\tau_b}$ for a Brownian motion $(B_t)_{t\ge 0}$?

Expectation of Brownian Motion

Stochastic Differential Equation Help

Let $W_{t}$ be a Brownian motion independent of $B_{t} .$ Find the probability $P\left(\int_{0}^{1} e^{t} d B_{t}>\int_{0}^{1 / 2} t d W_{t}\right)$.

Stochastic Differential Equation Explanation

Find the solution $f(x, t)$ to the partial differential equation for $0 \leq t \leq 1$

Solving SDE Help Xt^2

Conditional Expectation Brownian-Motion

Expectation of SDE

Does this property hold for a Geometric Brownian Motion?

Expected value of first hitting time

Calculating quadratic covariance

Laplace Equation for Brownian Motion

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