List questions from brownian-motion

Published on 15 Apr 2026 - 22:12

803

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Geometric Brownian motion and its inverse

Published on 11 Apr 2026 - 18:18

121

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Using a martingale property to deduce orthogonality of some increments

Published on 13 Apr 2026 - 19:54

60

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Dealing with a term coming from Ito formula.

Published on 09 Apr 2026 - 12:13

197

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Add a deterministic function to a stochastic process in order to get a martingale

Published on 15 Apr 2026 - 16:18

148

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Value of the $\limsup$ of a brownian motion

Published on 12 Apr 2026 - 5:16

74

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$|W_{t_n}| \to \infty$ a.s. as $n \to \infty$ for Brownian $(W_t)_{t \in \mathbb{R}_+}$ with $\sum_{n=1}^\infty t_n^{-0.5} < \infty$?

Published on 14 Apr 2026 - 2:34

108

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Doob-Meyer Decomposition of the range of a standard Brownian Motion

Published on 14 Apr 2026 - 12:53

82

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Direct way to check if a random variable is $W_T$ measurable

Published on 12 Apr 2026 - 11:33

157

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Martingale representation theorem with respect to different Brownian motion, than the one generating filtration?

Published on 14 Apr 2026 - 8:22

318

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Stochastic integral change of variable.

Published on 13 Apr 2026 - 21:41

2.9k

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How to model 2 correlated Geometric Brownian Motions?

Published on 12 Apr 2026 - 22:00

34

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Density of stochastic process after time

Published on 11 Apr 2026 - 12:27

81

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Conditional expectation of a geometric Brownian motion with a power?

Published on 25 Apr 2026 - 11:26

390

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Does Radon-Nikodym derivative affect the Variance of a Random Variable?

Published on 12 Apr 2026 - 17:17

List Question

Showing that $X(t)=\int_0^tB(s)ds $ is a Gaussian process.

Geometric Brownian motion and its inverse

Using a martingale property to deduce orthogonality of some increments

Dealing with a term coming from Ito formula.

Add a deterministic function to a stochastic process in order to get a martingale

Value of the $\limsup$ of a brownian motion

$|W_{t_n}| \to \infty$ a.s. as $n \to \infty$ for Brownian $(W_t)_{t \in \mathbb{R}_+}$ with $\sum_{n=1}^\infty t_n^{-0.5} < \infty$?

Doob-Meyer Decomposition of the range of a standard Brownian Motion

Direct way to check if a random variable is $W_T$ measurable

Martingale representation theorem with respect to different Brownian motion, than the one generating filtration?

Stochastic integral change of variable.

How to model 2 correlated Geometric Brownian Motions?

Density of stochastic process after time

Conditional expectation of a geometric Brownian motion with a power?

Does Radon-Nikodym derivative affect the Variance of a Random Variable?

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