List questions from brownian-motion

Published on 13 Apr 2019 - 18:39

530

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Why is Brownian Motion so Big in the Theory of Stochastic Differential Equations?

Published on 25 Mar 2026 - 11:21

673

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Continuous-time Martingale and Brownian Motion Supremums

Published on 15 Apr 2019 - 16:47

422

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Compute moments of Brownian motion stopped at exit time of $[a,b]$

Published on 25 Mar 2026 - 19:11

185

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Independence between Brownian motion and hitting time.

Published on 16 Apr 2019 - 23:36

1.3k

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Reference : Proving something is a Brownian Motion

Published on 17 Apr 2019 - 2:21

215

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Bounded moments for solution of stochastic differential equation

Published on 26 Mar 2026 - 8:04

77

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Minimal stopping time of brownian motion

Published on 25 Mar 2026 - 17:39

49

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Computing $dY^{-1}(t)$ using the SDE $dY(t)=\mu Y(t)dt+\sigma Y(t)dW(t)$

Published on 26 Mar 2026 - 11:04

44

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Why is L an interesting random time for a Brownian motion?

Published on 17 Apr 2019 - 16:31

133

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Clarification: Brownian Motion Reflection Principle

Published on 17 Apr 2019 - 17:18

171

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Brownian motion with zero volatility

Published on 18 Apr 2019 - 1:06

348

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Is the fact that $dW_t\sim (dt)^{1/2}$ come from the $1/2-$holder property of Brownian motion?

Published on 18 Apr 2019 - 7:39

113

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Is this stochastic Picard iterator well-defined?

Published on 25 Mar 2026 - 11:17

963

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Solving a Stratonovich SDE

Published on 26 Mar 2026 - 12:33

List Question

Levy modulus of continuity for a martingale

Why is Brownian Motion so Big in the Theory of Stochastic Differential Equations?

Continuous-time Martingale and Brownian Motion Supremums

Compute moments of Brownian motion stopped at exit time of $[a,b]$

Independence between Brownian motion and hitting time.

Reference : Proving something is a Brownian Motion

Bounded moments for solution of stochastic differential equation

Minimal stopping time of brownian motion

Computing $dY^{-1}(t)$ using the SDE $dY(t)=\mu Y(t)dt+\sigma Y(t)dW(t)$

Why is L an interesting random time for a Brownian motion?

Clarification: Brownian Motion Reflection Principle

Brownian motion with zero volatility

Is the fact that $dW_t\sim (dt)^{1/2}$ come from the $1/2-$holder property of Brownian motion?

Is this stochastic Picard iterator well-defined?

Solving a Stratonovich SDE

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