List questions from stochastic-processes

Published on 09 Apr 2026 - 18:35

130

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product of Brownian motion

Published on 14 Apr 2026 - 18:58

270

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Using the Strong Markov property to show that a Brownian motion depending on a stopping time is identically distributed with a shifted BM

Published on 14 Apr 2026 - 4:47

735

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Optional Stopping Theorem

Published on 12 Apr 2026 - 19:06

244

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Need for left limits in Stochastic Calculus theorems

Published on 12 Apr 2026 - 23:01

82

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Question about Rene Schilling's proof of the transience of Brownian motion in dimension $\ge 3$, i.e. $P^x(\lim_{t\to \infty} |B(t)|=\infty)=1$.

Published on 16 Apr 2026 - 2:57

238

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Question about the Strong Markov Property in René Schilling's proof of Désiré André's reflection principle

Published on 12 Apr 2026 - 11:53

165

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Strong Markov property on shifted Brownian Motion

Published on 09 Apr 2026 - 0:02

131

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Discrete martingale property of $\tilde{X}_t=X_t-\sum_{r=0}^{t-1}\frac{X_T-X_r}{T-r}$

Published on 17 Apr 2026 - 2:43

58

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Help me prove that $\sup_{||g||\leq \delta_n} |S_n(g)/\sqrt{n}|\rightarrow_{a.s.} 0$ when $\delta_n\rightarrow 0$

Published on 16 Apr 2026 - 19:25

77

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An Example of Markov chain

Published on 11 Apr 2026 - 0:21

107

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Independence of a random variable and a Sigma-algebra

Published on 11 Apr 2026 - 21:29

335

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Mean and extinction probability of a Galton-Watson branching with pmf of offspring produced $P(Q=q) = (q+1)(1-r)^2r^q, 0<r<1$

Published on 15 Apr 2026 - 23:04

54

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Two distributions on the largest zero of Markov processes have the same law if they are based on equivalent processes?

Published on 13 Apr 2026 - 0:27

279

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Differentiating Laplace transform of $dX=cXdt+\sqrt{X}dW$

Published on 16 Apr 2026 - 15:00

List Question

Locally bounded adapted process

product of Brownian motion

Using the Strong Markov property to show that a Brownian motion depending on a stopping time is identically distributed with a shifted BM

Optional Stopping Theorem

Need for left limits in Stochastic Calculus theorems

Question about Rene Schilling's proof of the transience of Brownian motion in dimension $\ge 3$, i.e. $P^x(\lim_{t\to \infty} |B(t)|=\infty)=1$.

Question about the Strong Markov Property in René Schilling's proof of Désiré André's reflection principle

Strong Markov property on shifted Brownian Motion

Discrete martingale property of $\tilde{X}_t=X_t-\sum_{r=0}^{t-1}\frac{X_T-X_r}{T-r}$

Help me prove that $\sup_{||g||\leq \delta_n} |S_n(g)/\sqrt{n}|\rightarrow_{a.s.} 0$ when $\delta_n\rightarrow 0$

An Example of Markov chain

Independence of a random variable and a Sigma-algebra

Mean and extinction probability of a Galton-Watson branching with pmf of offspring produced $P(Q=q) = (q+1)(1-r)^2r^q, 0<r<1$

Two distributions on the largest zero of Markov processes have the same law if they are based on equivalent processes?

Differentiating Laplace transform of $dX=cXdt+\sqrt{X}dW$

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