Question

How to show that the paths of two dimensional Brownian motion are dense in $\mathbb{R}^2$

score 86 · Answer 1 · 2026-04-10 17:35:29

86

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How to show that the paths of two dimensional Brownian motion are dense in $\mathbb{R}^2$

Published on 10 Apr 2026 - 17:35

score 32 · Answer 2 · 2026-04-12 22:49:46

32

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Is a continuous-time stationary stochastic process have an equivalent dynamical system?

Published on 12 Apr 2026 - 22:49

score 177 · Answer 3 · 2026-04-10 17:06:43

177

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"Generalized" Geometric Brownian Motion as a SDE system

Published on 10 Apr 2026 - 17:06

score 40 · Answer 4 · 2026-04-12 15:40:44

40

Views

The measurability in a proof of Doob’s martingale maximal inequalities

Published on 12 Apr 2026 - 15:40

score 102 · Answer 5 · 2026-04-12 23:08:05

102

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Matrix-valued stochastic DE to a vector-valued stochastic DE

Published on 12 Apr 2026 - 23:08

score 83 · Answer 6 · 2026-04-10 21:13:41

83

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How the author uses MCT to complete his proof of Doob’s martingale maximal inequalities?

Published on 10 Apr 2026 - 21:13

score 33 · Answer 7 · 2026-04-12 09:35:42

33

Views

How is this step of simplification valid in a proof of martingale maximal inequality?

Published on 12 Apr 2026 - 9:35

score 59 · Answer 8 · 2026-04-13 21:53:07

59

Views

Link between quadratic Brownian motion and squared Bessel process

Published on 13 Apr 2026 - 21:53

score 127 · Answer 9 · 2026-04-15 17:02:17

127

Views

How $\int_1^{\infty} P[Y>t] dt \leq \frac 1 {\alpha -1}$ in this proof of martingale maximal inequality?

Published on 15 Apr 2026 - 17:02

score 28 · Answer 10 · 2026-04-15 11:16:34

28

Views

Optimal Stopping Time Given Range

Published on 15 Apr 2026 - 11:16

score 69 · Answer 11 · 2026-04-12 03:53:09

69

Views

Numerical methods to solve a Stochastic Differential Equation (SDE) with the noise term inside a nonlinear function.

Published on 12 Apr 2026 - 3:53

score 130 · Answer 12 · 2026-04-29 20:29:25

130

Views

First overshoot distribution for random walk

Published on 29 Apr 2026 - 20:29

score 27 · Answer 13 · 2026-04-15 06:32:27

27

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Is $\int_0^t K_s \mathrm d s$ $\mathcal F_t$-measurable in case the sample paths of $(K_s, s\ge 0)$ are continuous only almost everywhere?

Published on 15 Apr 2026 - 6:32

score 692 · Answer 14 · 2026-04-11 16:56:55

692

Views

Probability of going bankrupt on coin game

Published on 11 Apr 2026 - 16:56

score 1.3k · Answer 15 · 2026-04-29 13:27:54

1.3k

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Probability of winning coin game

Published on 29 Apr 2026 - 13:27

List Question

How to show that the paths of two dimensional Brownian motion are dense in $\mathbb{R}^2$

Is a continuous-time stationary stochastic process have an equivalent dynamical system?

"Generalized" Geometric Brownian Motion as a SDE system

The measurability in a proof of Doob’s martingale maximal inequalities

Matrix-valued stochastic DE to a vector-valued stochastic DE

How the author uses MCT to complete his proof of Doob’s martingale maximal inequalities?

How is this step of simplification valid in a proof of martingale maximal inequality?

Link between quadratic Brownian motion and squared Bessel process

How $\int_1^{\infty} P[Y>t] dt \leq \frac 1 {\alpha -1}$ in this proof of martingale maximal inequality?

Optimal Stopping Time Given Range

Numerical methods to solve a Stochastic Differential Equation (SDE) with the noise term inside a nonlinear function.

First overshoot distribution for random walk

Is $\int_0^t K_s \mathrm d s$ $\mathcal F_t$-measurable in case the sample paths of $(K_s, s\ge 0)$ are continuous only almost everywhere?

Probability of going bankrupt on coin game

Probability of winning coin game

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