List questions from brownian-motion

145

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If $M_t= M_0 + \int_0^t \sigma_s dB_s$ and $E[M_1 | M_0]=M_0$, can we say that $(M_t)$ is a martingale?

Published on 17 Apr 2026 - 2:19

368

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Conditional Probability that a Brownian Motion is positive given that it is positive at a previous time

Published on 10 Apr 2026 - 22:20

3.5k

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Showing that $B(t)^2 - t$ is a martingale

Published on 15 Apr 2026 - 16:06

91

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are two geometric brownian motions independent?

Published on 10 Apr 2026 - 17:59

176

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Ito's Process Brownian Motion

Published on 12 Apr 2026 - 23:55

994

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Confused about Brownian motion on Riemannian manifold

Published on 11 Apr 2026 - 13:49

123

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Hitting-time Brownian Bridge

Published on 10 Apr 2026 - 17:58

537

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Is the Brownian bridge a martingale with respect to its own filtration?

Published on 09 Apr 2026 - 16:17

88

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(Durrett : Probability : Theory and Examples ) Theorem 8.2.2

Published on 14 Apr 2026 - 17:47

191

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Brownian motion with drift between two boundaries

Published on 10 Apr 2026 - 16:31

205

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On the higher moments of a continuous martingale that starts at zero

Published on 14 Apr 2026 - 19:13

256

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Proving that a process is Brownian Bridge

Published on 09 Apr 2026 - 17:11

818

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Proving that the expectation of supremum of absolute value of Brownian motion over the unit interval is finite.

Published on 15 Apr 2026 - 10:33

171

Views

Distribution of Brownian motion at Exponential time

Published on 14 Apr 2026 - 6:13

75

Views

Does Brownian Motion go positive with probability one?

Published on 09 Apr 2026 - 15:17

List Question

If $M_t= M_0 + \int_0^t \sigma_s dB_s$ and $E[M_1 | M_0]=M_0$, can we say that $(M_t)$ is a martingale?

Conditional Probability that a Brownian Motion is positive given that it is positive at a previous time

Showing that $B(t)^2 - t$ is a martingale

are two geometric brownian motions independent?

Ito's Process Brownian Motion

Confused about Brownian motion on Riemannian manifold

Hitting-time Brownian Bridge

Is the Brownian bridge a martingale with respect to its own filtration?

(Durrett : Probability : Theory and Examples ) Theorem 8.2.2

Brownian motion with drift between two boundaries

On the higher moments of a continuous martingale that starts at zero

Proving that a process is Brownian Bridge

Proving that the expectation of supremum of absolute value of Brownian motion over the unit interval is finite.

Distribution of Brownian motion at Exponential time

Does Brownian Motion go positive with probability one?

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