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May
24
awarded  Yearling
Mar
14
awarded  Popular Question
Jan
16
revised Distribution of $(\sup_{0\leq s\leq t} W_s -W_t)$
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Jan
16
revised Distribution of $(\sup_{0\leq s\leq t} W_s -W_t)$
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Jan
16
comment Distribution of $(\sup_{0\leq s\leq t} W_s -W_t)$
@Did : Thank you for your answer. I am aware of this result. I am struggling to obtain the law of $g(X_t,W_t) $ where $g(x,w) = x-y$.
Jan
16
revised Distribution of $(\sup_{0\leq s\leq t} W_s -W_t)$
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Jan
16
revised Distribution of $(\sup_{0\leq s\leq t} W_s -W_t)$
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Jan
16
asked Distribution of $(\sup_{0\leq s\leq t} W_s -W_t)$
Dec
4
awarded  Popular Question
Nov
24
comment Integral of a geometric Brownian motion
Indeed I was not clear at all with my comment. Sorry for that. I would like to know if the law of this random variable is trivially known. If there is the case what is this law? Has its distribution a "simple" analytic formula ?
Nov
20
comment About an integral equation
I haven't assumed $u= s$ for deducing that the integrand is zero. After that if the integrand do is zero for all u between $s$ and $T$ I can look to the equation for $u =s$. The mistake is in deducting that the integrand is zero if it is. And I particularly think it is wrong. The question is "why is it wrong?"
Nov
18
revised About an integral equation
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Nov
18
comment About an integral equation
Thanks a lot for you answer. I just realised I permeated the integral on the equation which does not change much for the solution. However it's better to adapt it
Nov
18
revised About an integral equation
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Nov
18
revised About an integral equation
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Nov
18
revised About an integral equation
deleted 160 characters in body; edited title
Nov
17
revised About an integral equation
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Nov
17
revised About an integral equation
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Nov
17
revised About an integral equation
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Nov
17
revised About an integral equation
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