Ben Derrett
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 1d awarded Nice Question Apr 19 awarded Nice Question Apr 3 awarded Notable Question Jan 4 comment Tail sum for expectation @Stef I've edited the answer in response to your question. Jan 4 revised Tail sum for expectation added 359 characters in body Dec 15 awarded Nice Answer Nov 14 answered What is the distribution of the position of the maximum of a Brownian bridge? Nov 14 asked What is the distribution of the position of the maximum of a Brownian bridge? Oct 29 awarded Yearling Oct 22 accepted Is there a simpler proof of Van der Waerden's Theorem when there are only two colors? Aug 10 awarded Nice Question May 19 comment Simulating a SDE $P=S?~~~~~~~~~$ May 18 revised Supporting hyperplane of a convex set added 161 characters in body May 18 revised Supporting hyperplane of a convex set added 161 characters in body May 18 answered Supporting hyperplane of a convex set Apr 13 reviewed Approve Transitive Relations Mar 27 comment To show a given function is not the viscosity solution. @smiley06 A function $\phi$ with behaviour near 1 as per my comment and fast decay elsewhere has the properties you need. Mar 25 comment Two-sided hitting time of Brownian motion @Math-fun That's the third event in my comment. Mar 25 comment Two-sided hitting time of Brownian motion @Math-fun An event is a set of outcomes to which a probability can be assigned. In particular, $\{|W(t)|>a\}$, $\{T_a\le t\}$ and $\{|W(t)|>a\text{ and } T_a\le t\}$ are events, but $\{|W(t)|>a| T_a\le t\}$ is not, since it doesn't refer to a particular set of outcomes. Mar 25 awarded Popular Question