List questions from stochastic-processes

Published on 14 Apr 2026 - 2:24

45

Views

Tight family of measures: how to establish uniqueness of accumulation point? (question about Stroock's notes)

Published on 11 Apr 2026 - 14:05

505

Views

Verification of the variance of the hitting time of an asymmetric random walk

Published on 12 Apr 2026 - 14:11

505

Views

The equivalence between almost surely continuous and continuous modification

Published on 13 Apr 2026 - 23:09

2.7k

Views

How can a Markov chain have more than one but a finite amount of stationary distributions?

Published on 03 Apr 2026 - 20:58

478

Views

Show that $(X_{t})_{t\in[0,1]}$ of i.i.d random variables with non-degenerate distribution has no continuous modification

Published on 15 Apr 2026 - 0:32

777

Views

A variation of Doob's maximal inequality

Published on 13 Apr 2026 - 21:16

705

Views

Bernoulli - Markov chain

Published on 15 Apr 2026 - 4:19

186

Views

Locally bounded stochastic processes are actually locally bounded for all compact intervals.

Published on 08 Apr 2026 - 22:35

40

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Expectation of $X_t\cdot X_s$

Published on 12 Apr 2026 - 1:50

160

Views

Question about Schilling's Proof in uniform approximation of Ito processes by simple Ito processes.

Published on 14 Apr 2026 - 8:04

53

Views

Random sum of random variables and independence

Published on 12 Apr 2026 - 11:56

1.8k

Views

Distribution of first exit time of Brownian motion

Published on 12 Apr 2026 - 1:36

25

Views

$E\left[Y|F^X_T\right]=E[Y|X_T]$? Reducing the conditional stopped sigma algebra in a natrual filtration setting.

Published on 26 Mar 2026 - 3:01

82

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Independence of increments with stopping times in Levy processes

Published on 26 Mar 2026 - 4:33

List Question

Integral of Brownian motion in a 2-d box

Tight family of measures: how to establish uniqueness of accumulation point? (question about Stroock's notes)

Verification of the variance of the hitting time of an asymmetric random walk

The equivalence between almost surely continuous and continuous modification

How can a Markov chain have more than one but a finite amount of stationary distributions?

Show that $(X_{t})_{t\in[0,1]}$ of i.i.d random variables with non-degenerate distribution has no continuous modification

A variation of Doob's maximal inequality

Bernoulli - Markov chain

Locally bounded stochastic processes are actually locally bounded for all compact intervals.

Expectation of $X_t\cdot X_s$

Question about Schilling's Proof in uniform approximation of Ito processes by simple Ito processes.

Random sum of random variables and independence

Distribution of first exit time of Brownian motion

$E\left[Y|F^X_T\right]=E[Y|X_T]$? Reducing the conditional stopped sigma algebra in a natrual filtration setting.

Independence of increments with stopping times in Levy processes

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