Question

Nice paper of statistics about brownian motion.

score 72 · Answer 1 · 2026-04-14 14:10:36

72

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Nice paper of statistics about brownian motion.

Published on 14 Apr 2026 - 14:10

score 159 · Answer 2 · 2026-04-14 12:51:30

159

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How to solve this equation $\mathbb{P}\{ W_1 > 2 | W_4 = 4\}$?

Published on 14 Apr 2026 - 12:51

score 82 · Answer 3 · 2026-04-12 14:50:25

82

Views

Starting a Brownian motion at every point of $\mathbb Z^2$; expected number of points in a given set $A$ is $m(A)$?

Published on 12 Apr 2026 - 14:50

score 80 · Answer 4 · 2026-04-14 03:10:22

80

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Computing expectation of Poisson process which involves covariance

Published on 14 Apr 2026 - 3:10

score 283 · Answer 5 · 2026-04-15 08:47:37

283

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Let $(B_t)$ be a Brownian motion. What is the distribution of $\int_0^t \frac{B_s-sB_1}{1-s} ds + B_t - tB_1$?

Published on 15 Apr 2026 - 8:47

score 93 · Answer 6 · 2026-04-11 13:20:18

93

Views

Expectation of the exponential of the amount of time a Brownian motion spent in half space

Published on 11 Apr 2026 - 13:20

score 488 · Answer 7 · 2026-04-08 16:18:19

488

Views

Density of hitting time for a two-sided barrior for Brownian motion with drift

Published on 08 Apr 2026 - 16:18

score 141 · Answer 8 · 2026-04-12 07:50:34

141

Views

A question about a definition of Brownian motion in a lecture note

Published on 12 Apr 2026 - 7:50

score 86 · Answer 9 · 2026-04-14 02:19:45

86

Views

Expectation of the exponential of the sum of Brownian motion and the time it spent above certain threshold

Published on 14 Apr 2026 - 2:19

score 45 · Answer 10 · 2026-04-09 18:19:28

45

Views

Integrating a Brownian bridge with respect to a deterministic function

Published on 09 Apr 2026 - 18:19

score 41 · Answer 11 · 2026-04-14 22:29:42

41

Views

Why is the probabilty of an event that constrains one coordinate of a Brownian motion zero?

Published on 14 Apr 2026 - 22:29

score 62 · Answer 12 · 2026-04-10 17:50:49

62

Views

Expected value of exponential integrate Brownian motion

Published on 10 Apr 2026 - 17:50

score 87 · Answer 13 · 2026-04-13 05:31:17

87

Views

Whose statement about Brownian Motion correct?

Published on 13 Apr 2026 - 5:31

score 39 · Answer 14 · 2026-04-15 23:30:00

39

Views

$\int_{0}^{t} B_{s}^{2} ~\mathrm{d}s$ and $t^2\int_{0}^{1} B_{s}^{2} ~\mathrm{d}s$ have the same law

Published on 15 Apr 2026 - 23:30

score 28 · Answer 15 · 2026-04-09 12:24:44

28

Views

Reflection principle of Brownian motion does not hold?

Published on 09 Apr 2026 - 12:24

List Question

Nice paper of statistics about brownian motion.

How to solve this equation $\mathbb{P}\{ W_1 > 2 | W_4 = 4\}$?

Starting a Brownian motion at every point of $\mathbb Z^2$; expected number of points in a given set $A$ is $m(A)$?

Computing expectation of Poisson process which involves covariance

Let $(B_t)$ be a Brownian motion. What is the distribution of $\int_0^t \frac{B_s-sB_1}{1-s} ds + B_t - tB_1$?

Expectation of the exponential of the amount of time a Brownian motion spent in half space

Density of hitting time for a two-sided barrior for Brownian motion with drift

A question about a definition of Brownian motion in a lecture note

Expectation of the exponential of the sum of Brownian motion and the time it spent above certain threshold

Integrating a Brownian bridge with respect to a deterministic function

Why is the probabilty of an event that constrains one coordinate of a Brownian motion zero?

Expected value of exponential integrate Brownian motion

Whose statement about Brownian Motion correct?

$\int_{0}^{t} B_{s}^{2} ~\mathrm{d}s$ and $t^2\int_{0}^{1} B_{s}^{2} ~\mathrm{d}s$ have the same law

Reflection principle of Brownian motion does not hold?

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