List questions from brownian-motion

Published on 10 Apr 2026 - 22:11

63

Views

Show that $u$ attains its maximum over $\bar{D}$ on $\partial D$. (Karatzas and Shreve's book)

Published on 15 Apr 2026 - 10:57

320

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Construction of Wiener measure(or Brownian motion)

Published on 16 Apr 2026 - 4:51

135

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Different drift and diffusion coefficients for the same Fokker-Planck equation

Published on 14 Apr 2026 - 7:26

122

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Optimal stopping of $\mathbb{E}\frac{|B_{\tau}|}{1+\tau}$

Published on 14 Apr 2026 - 16:04

410

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Difference between Levy's modulus of continuity and Law of Iterated Logarithm

Published on 13 Apr 2026 - 7:03

68

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Simple Itô stochastic integral $\int s d\beta(s)$

Published on 15 Apr 2026 - 4:23

49

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Playing tag with infinitely many friends

Published on 09 Apr 2026 - 6:14

35

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Approximation of integrable andom variables by square integrable random variables

Published on 15 Apr 2026 - 18:52

236

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How to show that $B_{t\land T_a}$ is uniformly integrable?

Published on 12 Apr 2026 - 17:29

48

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Is Wiener process NOT stochastic at $t=0$?

Published on 13 Apr 2026 - 19:23

171

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Brownian motion and stopping time

Published on 14 Apr 2026 - 6:36

65

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Showing that the indicator for Brownian motion hitting time is previsible

Published on 14 Apr 2026 - 9:59

279

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Covariance function exponential of brownian motion with drift

Published on 11 Apr 2026 - 15:07

514

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Is the independence of increments in Brownian motion a trivial consequence of other properties?

Published on 12 Apr 2026 - 20:11

List Question

Can you construct a baby brownian motion from a brownian motion?

Show that $u$ attains its maximum over $\bar{D}$ on $\partial D$. (Karatzas and Shreve's book)

Construction of Wiener measure(or Brownian motion)

Different drift and diffusion coefficients for the same Fokker-Planck equation

Optimal stopping of $\mathbb{E}\frac{|B_{\tau}|}{1+\tau}$

Difference between Levy's modulus of continuity and Law of Iterated Logarithm

Simple Itô stochastic integral $\int s d\beta(s)$

Playing tag with infinitely many friends

Approximation of integrable andom variables by square integrable random variables

How to show that $B_{t\land T_a}$ is uniformly integrable?

Is Wiener process NOT stochastic at $t=0$?

Brownian motion and stopping time

Showing that the indicator for Brownian motion hitting time is previsible

Covariance function exponential of brownian motion with drift

Is the independence of increments in Brownian motion a trivial consequence of other properties?

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