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New posts in brownian-motion
Why do we unavoidably (or not) use Riemann integral to define Itô integral?
probability-theory
brownian-motion
stochastic-analysis
Uniqueness of Brownian motion
probability-theory
measure-theory
stochastic-calculus
brownian-motion
The probability that a linear Brownian motion will hit a curve
brownian-motion
Can I apply the Girsanov theorem to an Ornstein-Uhlenbeck process?
probability-theory
stochastic-processes
brownian-motion
Prove the time inversion formula is brownian motion
real-analysis
probability
probability-theory
stochastic-processes
brownian-motion
Collection: Results on stopping times for Brownian motion (with drift)
probability-theory
brownian-motion
big-list
stopping-times
Expectation of Stopping Time w.r.t a Brownian Motion
probability-theory
stochastic-processes
brownian-motion
Density of first hitting time of Brownian motion with drift
probability-theory
brownian-motion
stopping-times
Wiener Process $dB^2=dt$
stochastic-processes
stochastic-calculus
brownian-motion
Integral of Brownian motion is Gaussian?
probability-theory
probability-distributions
brownian-motion
stochastic-integrals
Geometric Brownian motion and its inverse
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
stochastic-differential-equations
What is the importance of the infinitesimal generator of Brownian motion?
probability-theory
stochastic-processes
brownian-motion
markov-process
Using a martingale property to deduce orthogonality of some increments
probability
probability-theory
brownian-motion
martingales
Showing that $X(t)=\int_0^tB(s)ds $ is a Gaussian process.
probability
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
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