List questions from brownian-motion

Published on 06 Apr 2020 - 18:12

30

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What does 'natural boundary' mean?

Published on 02 Apr 2026 - 9:29

95

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Prove that $P[B_{\tau_2 } > B_{\tau_1 } | B_{\tau_1 } ] = \frac{B_{\tau_1 } - f_2(B_{\tau_1 } , -1 )}{f_2(B_{\tau_1 } ,1 ) - f_2(B_{\tau_1 } , -1 )}$

Published on 27 Mar 2026 - 10:12

145

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Finding the Distribution of a Stochastic Integral Expression

Published on 26 Mar 2026 - 9:26

43

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How to rewrite integral of Brownian motion $\int^1_0 \left( W(r)-\int_0^1W(s)ds\right)^2dr$

Published on 07 Apr 2020 - 18:25

39

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Is this stochastic integral convergent?

Published on 28 Mar 2026 - 13:38

865

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Brownian Motion, Probability of Hitting One Point Before Another when One of the Points is 0

Published on 08 Apr 2020 - 0:03

212

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Brownian Motion, $\tau = \inf \{ t > 0; B_t \notin (−a, a) \}$ and $\sigma = \inf \{ t > 0; B_t \notin (−b, b) \}$

Published on 31 Mar 2026 - 17:35

79

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A squared integrals

Published on 31 Mar 2026 - 20:21

110

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Functional law of iterated logarithm for integral of square of Brownian motion

Published on 29 Mar 2026 - 22:42

81

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Wiener process clarification

Published on 02 Apr 2026 - 11:10

120

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Intuition behind regular points (Brownian motion)

Published on 29 Mar 2026 - 5:10

74

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Prove that $f_n(B_{\tau_1 } , \dots, B_{\tau_{n-1 }}, -1) < B_{\tau_{n-1 }} < f_n(B_{\tau_1 } , \dots, B_{\tau_{n-1 }}, 1)$

Published on 27 Mar 2026 - 10:12

88

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Why isn't quadratic variation of a brownian motion always t?

Published on 02 Apr 2026 - 11:15

350

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Prove that two stopping times are equal in distribution (Brownian motion)

Published on 27 Mar 2026 - 10:11

List Question

What is the technical argument for this easy transformation?

What does 'natural boundary' mean?

Prove that $P[B_{\tau_2 } > B_{\tau_1 } | B_{\tau_1 } ] = \frac{B_{\tau_1 } - f_2(B_{\tau_1 } , -1 )}{f_2(B_{\tau_1 } ,1 ) - f_2(B_{\tau_1 } , -1 )}$

Finding the Distribution of a Stochastic Integral Expression

How to rewrite integral of Brownian motion $\int^1_0 \left( W(r)-\int_0^1W(s)ds\right)^2dr$

Is this stochastic integral convergent?

Brownian Motion, Probability of Hitting One Point Before Another when One of the Points is 0

Brownian Motion, $\tau = \inf \{ t > 0; B_t \notin (−a, a) \}$ and $\sigma = \inf \{ t > 0; B_t \notin (−b, b) \}$

A squared integrals

Functional law of iterated logarithm for integral of square of Brownian motion

Wiener process clarification

Intuition behind regular points (Brownian motion)

Prove that $f_n(B_{\tau_1 } , \dots, B_{\tau_{n-1 }}, -1) < B_{\tau_{n-1 }} < f_n(B_{\tau_1 } , \dots, B_{\tau_{n-1 }}, 1)$

Why isn't quadratic variation of a brownian motion always t?

Prove that two stopping times are equal in distribution (Brownian motion)

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