List questions from brownian-motion

Published on 11 Dec 2019 - 15:10

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Is $W^2-t$ martingale?

Published on 28 Mar 2026 - 8:49

544

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To show martingale, what other conditions do you need to check if the process has zero drift?

Published on 30 Mar 2026 - 20:43

209

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Explain in words why $2^{W_t}$ is not a martingale

Published on 30 Mar 2026 - 18:20

2.3k

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Question About Proving $\exp(aW(t)-\frac{a^{2t}}{2})$ is Martingale

Published on 30 Mar 2026 - 20:42

274

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If a path is nowhere Holder continuous for any rational $\gamma> 1/2$ then it is nowhere Holder continuous for any $\gamma > 1/2$

Published on 25 Mar 2026 - 10:57

155

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Brownian Motion generator applied on indicator function.

Published on 28 Mar 2026 - 10:36

698

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Expected exit time of ball of Brownian motion

Published on 26 Mar 2026 - 21:27

85

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Deviation of Wiener process on interval.

Published on 13 Dec 2019 - 23:46

1k

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Brownian motion hitting time is finite

Published on 14 Dec 2019 - 10:36

109

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$\langle B_t \rangle = t$. Quadratic variation of $B_t$

Published on 23 Feb 2026 - 4:55

416

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Ito's formula applied on Brownian motion

Published on 01 Apr 2026 - 13:28

200

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probability a brownian motion is between two numbers

Published on 14 Dec 2019 - 19:17

58

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Expectation of stochastic integral

Published on 15 Dec 2019 - 11:58

57

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What are the conditions for a data to be represented by GBM?

Published on 28 Mar 2026 - 0:35

List Question

How to show that $P(B_1>0, B_2<0)= P(B_1>0)P(B_2-B_1 <0) P(|B_2 - B_1| > |B_1|)$?

Is $W^2-t$ martingale?

To show martingale, what other conditions do you need to check if the process has zero drift?

Explain in words why $2^{W_t}$ is not a martingale

Question About Proving $\exp(aW(t)-\frac{a^{2t}}{2})$ is Martingale

If a path is nowhere Holder continuous for any rational $\gamma> 1/2$ then it is nowhere Holder continuous for any $\gamma > 1/2$

Brownian Motion generator applied on indicator function.

Expected exit time of ball of Brownian motion

Deviation of Wiener process on interval.

Brownian motion hitting time is finite

$\langle B_t \rangle = t$. Quadratic variation of $B_t$

Ito's formula applied on Brownian motion

probability a brownian motion is between two numbers

Expectation of stochastic integral

What are the conditions for a data to be represented by GBM?

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