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15
Math.TechQA.Club
2026-04-10 18:00:10
111
Views
Finding the optimal strategy of a stock trading game
Published on
10 Apr 2026 - 18:00
#probability
#stochastic-processes
#brownian-motion
40
Views
Is the path of a brownian motion (for some fixed time interval) a well defined random variable?
Published on
11 Apr 2026 - 11:05
#probability-theory
#brownian-motion
153
Views
How to prove $W_t-tW_1$ is Markov?
Published on
09 Apr 2026 - 16:21
#stochastic-calculus
#brownian-motion
#markov-process
#brownian-bridge
290
Views
How does standard deviation change when adding white noise?
Published on
12 Apr 2026 - 14:48
#normal-distribution
#brownian-motion
#standard-deviation
#gaussian
#noise
149
Views
Brownian motion at stopping time measurable w.r.t info at stopping time
Published on
14 Apr 2026 - 17:05
#probability
#probability-theory
#brownian-motion
392
Views
Expectation of integration Brownian motion at stopping time.
Published on
11 Apr 2026 - 10:44
#stochastic-processes
#brownian-motion
#stochastic-integrals
#stopping-times
82
Views
Why $\mathbb E[f(B_t)\mid \mathcal F_s]=\mathbb E[f(B_t)\mid B_s]$?
Published on
16 Apr 2026 - 13:36
#brownian-motion
137
Views
Topology on $C(\mathbf{R}_+,\mathbf{R})$ to get Wiener measure
Published on
14 Apr 2026 - 16:31
#general-topology
#brownian-motion
#wiener-measure
447
Views
A function with cubic variation
Published on
17 Apr 2026 - 15:47
#real-analysis
#probability-theory
#brownian-motion
#quadratic-variation
#p-variation
201
Views
Prove that Ito integral is large with large probability
Published on
12 Apr 2026 - 7:53
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-integrals
#stochastic-analysis
322
Views
Finding Option Probability Density Using Local Volatility from Dupire Model
Published on
09 Apr 2026 - 8:04
#probability-theory
#brownian-motion
#finance
#stochastic-integrals
#stochastic-differential-equations
177
Views
A misunderstanding of Donsker's theorem and a contradictory "proof"
Published on
14 Apr 2026 - 20:48
#probability
#probability-theory
#brownian-motion
#weak-convergence
#central-limit-theorem
580
Views
Bachelier model option pricing
Published on
13 Apr 2026 - 2:18
#probability-theory
#stochastic-processes
#brownian-motion
#martingales
#finance
193
Views
Brownian motion: meaning of $B_t-B_s \sim \mathcal{N}(0,t-s)^{\bigotimes d}$
Published on
17 Apr 2026 - 4:20
#notation
#brownian-motion
1.3k
Views
Why is the drift of the stock price not important for options pricing?
Published on
17 Apr 2026 - 5:54
#probability-theory
#stochastic-processes
#brownian-motion
#finance
#stochastic-analysis
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