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15
Math.TechQA.Club
2026-03-27 14:21:45
1.4k
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Brownian Motion with Optional Stopping Theorem (OST)
Published on
27 Mar 2026 - 14:21
#brownian-motion
#stochastic-analysis
212
Views
Tail of hitting times for Brownian motion on the circle
Published on
27 Mar 2026 - 14:21
#probability-theory
#brownian-motion
#stochastic-analysis
75
Views
Integrating the difference of brownian motion
Published on
12 Mar 2014 - 16:30
#integration
#stochastic-calculus
#brownian-motion
1k
Views
Expectation of a product of (many) 1-dimensional Brownian motions.
Published on
28 Mar 2026 - 4:35
#probability
#brownian-motion
#expectation
118
Views
Clarification about a very simple stochastic integral
Published on
26 Mar 2026 - 22:51
#stochastic-calculus
#brownian-motion
#stochastic-integrals
1.9k
Views
The 1-dimensional Hausdorff measure of a curve in the plane
Published on
25 Mar 2026 - 13:56
#real-analysis
#measure-theory
#brownian-motion
#dimension-theory-analysis
173
Views
Probability of Position of Brownian motion at hitting time
Published on
20 Mar 2014 - 18:30
#brownian-motion
3.7k
Views
Proving the reflection principle of Brownian motion
Published on
20 Mar 2014 - 19:27
#measure-theory
#probability-theory
#stochastic-processes
#brownian-motion
1.6k
Views
Geometric Brownian motion - Volatility Interpretation
Published on
22 Mar 2014 - 17:39
#stochastic-processes
#stochastic-calculus
#brownian-motion
65
Views
Conditional expectation and coupled set of ODEs
Published on
23 Mar 2014 - 23:18
#stochastic-processes
#stochastic-calculus
#brownian-motion
918
Views
Why is a brownian motion conditioned to stay positive a Bessel-3
Published on
24 Mar 2014 - 8:39
#probability
#stochastic-processes
#brownian-motion
1.2k
Views
Does a Brownian motion remain in any given open set for a given interval of time with positive probability?
Published on
25 Mar 2014 - 12:28
#probability
#probability-theory
#stochastic-processes
#brownian-motion
38
Views
2 2-dimensional Brownian motions are close to each other
Published on
25 Mar 2014 - 17:57
#stochastic-processes
#stochastic-calculus
#brownian-motion
1.2k
Views
A planar Brownian motion has area zero
Published on
26 Mar 2014 - 13:53
#probability-theory
#reference-request
#stochastic-processes
#brownian-motion
82
Views
A Lemma in the book " Mathematical Method for financial markets" (Chapter 5, Section 5.7)
Published on
26 Mar 2026 - 1:15
#reference-request
#probability-distributions
#stochastic-processes
#brownian-motion
#levy-processes
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