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15
Math.TechQA.Club
2026-03-25 22:04:23
1.4k
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Solve the SDE $dX_t = \frac{1}{2 X_t} dt + dB_t$
Published on
25 Mar 2026 - 22:04
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-integrals
#stochastic-differential-equations
266
Views
Prove that lim sup of a function belongs to a certain sigma algebra
Published on
27 Mar 2026 - 18:09
#probability-theory
#stochastic-processes
#brownian-motion
#limsup-and-liminf
1.2k
Views
probability of a brownian motion being equal to the running maximum
Published on
20 Dec 2014 - 14:23
#probability-theory
#probability-distributions
#stochastic-processes
#brownian-motion
127
Views
Verifying that a certain process is not a Brownian motion
Published on
20 Dec 2014 - 18:51
#probability-theory
#stochastic-processes
#brownian-motion
183
Views
Determining if some random variable is a stopping time
Published on
26 Mar 2026 - 12:52
#probability-theory
#brownian-motion
#stopping-times
826
Views
What is the explicit obstruction to almost sure convergence in stochastic integrals?
Published on
27 Mar 2026 - 17:06
#probability-theory
#stochastic-calculus
#brownian-motion
#stochastic-integrals
751
Views
Position of Brownian motion at exit time from the upper half plane
Published on
21 Dec 2014 - 4:26
#probability-theory
#probability-distributions
#stochastic-processes
#brownian-motion
422
Views
Conditional expectation involving Brownian Bridge
Published on
21 Dec 2014 - 14:14
#probability-theory
#brownian-motion
#conditional-expectation
1.2k
Views
Showing that the Brownian Bridge is Gaussian
Published on
21 Dec 2014 - 19:38
#probability-theory
#stochastic-processes
#brownian-motion
1.5k
Views
Stopped process of Brownian motion
Published on
25 Mar 2026 - 22:10
#probability-theory
#brownian-motion
#stopping-times
#uniform-integrability
374
Views
Hitting time process of Brownian motion
Published on
26 Mar 2026 - 12:53
#probability-theory
#probability-distributions
#brownian-motion
#stopping-times
64
Views
Sign of differentiable function near critical point
Published on
22 Dec 2014 - 16:45
#real-analysis
#analysis
#derivatives
#brownian-motion
1.2k
Views
Laplace transform of stopping times
Published on
26 Mar 2026 - 14:43
#probability-theory
#probability-distributions
#brownian-motion
#stopping-times
452
Views
independence of stopping time and a sigma algebra
Published on
26 Mar 2026 - 14:34
#probability-theory
#brownian-motion
#stopping-times
239
Views
Path properties of Brownian Motion: relation between its maximum and hitting time
Published on
26 Dec 2014 - 8:13
#probability-theory
#brownian-motion
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