List questions from brownian-motion

127

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What sort of qualitative behaviour does a stock following a process of the form $dS_t=α(μ-S_t )dt+S_t \sigma dW_t$ exhibit?

Published on 26 Mar 2026 - 4:35

272

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Pathwise bound for Ito integral

Published on 30 Mar 2026 - 23:19

114

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Prove that $\int_0^t\frac{(B^1_s)^2}{\big((B_s^1)^2+(B_s^2)^2+(B_s^3)^2\big)^3}ds<\infty $ a.s.

Published on 19 Dec 2019 - 12:40

244

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Stochastic Differential Equation for a reflected Brownian motion

Published on 01 Apr 2026 - 13:28

66

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Hitting time of a Brownian motion

Published on 22 Dec 2019 - 0:05

299

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Finding $\limsup$ of a Brownian motion function

Published on 30 Mar 2026 - 20:39

494

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Showing $f(B_t)$ is a time-change of Brownian motion

Published on 01 Apr 2026 - 15:00

76

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Easy question on stochastic integral

Published on 27 Mar 2026 - 22:19

1k

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Ito's formula and sin(Brownian motion)

Published on 23 Dec 2019 - 17:31

398

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First hitting time density of Ornstein-Uhlenbeck model

Published on 26 Mar 2026 - 4:32

195

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Stochastic integral $\in \lambda^2 $ or $\lambda^2(T)$

Published on 27 Mar 2026 - 23:57

32

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Distribution of a function of Brownian motion, therefore of normal distribution

Published on 24 Dec 2019 - 11:27

296

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Partition of Brownian motion

Published on 27 Mar 2026 - 23:48

1.1k

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Brownian motion an stopping time expectation

Published on 26 Mar 2026 - 19:37

306

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Generator of the Brownian motion and heat equation

Published on 27 Dec 2019 - 20:55

List Question

What sort of qualitative behaviour does a stock following a process of the form $dS_t=α(μ-S_t )dt+S_t \sigma dW_t$ exhibit?

Pathwise bound for Ito integral

Prove that $\int_0^t\frac{(B^1_s)^2}{\big((B_s^1)^2+(B_s^2)^2+(B_s^3)^2\big)^3}ds<\infty $ a.s.

Stochastic Differential Equation for a reflected Brownian motion

Hitting time of a Brownian motion

Finding $\limsup$ of a Brownian motion function

Showing $f(B_t)$ is a time-change of Brownian motion

Easy question on stochastic integral

Ito's formula and sin(Brownian motion)

First hitting time density of Ornstein-Uhlenbeck model

Stochastic integral $\in \lambda^2 $ or $\lambda^2(T)$

Distribution of a function of Brownian motion, therefore of normal distribution

Partition of Brownian motion

Brownian motion an stopping time expectation

Generator of the Brownian motion and heat equation

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