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Calculon
  • Member for 10 years
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10 votes
1 answer
4k views

Joint distribution of Brownian motion and its running maximum

10 votes
3 answers
2k views

Quadratic variation of the Ornstein-Uhlenbeck process

10 votes
2 answers
341 views

How to evaluate $\int_0^\infty\frac{ \sin{x}}{x^2+1}dx$?

8 votes
1 answer
3k views

Asymptotic joint distribution of sample mean and sample variance

8 votes
2 answers
2k views

Laplace transform of hitting time of Brownian motion with drift

7 votes
1 answer
2k views

Integral of square of Brownian motion with respect to Brownian Motion

6 votes
0 answers
438 views

Application of Doob's optional stopping theorem to an elementary probability problem

6 votes
2 answers
861 views

Linear transform of a strictly stationary time series

5 votes
1 answer
234 views

Integrating over a power of the infinitesimal

5 votes
1 answer
234 views

Jointly nilpotent matrices

5 votes
2 answers
3k views

Integral of time with respect to Brownian motion

5 votes
1 answer
2k views

Examples of predictable processes

5 votes
1 answer
350 views

Convergence of moments of a sequence of random variables

4 votes
1 answer
2k views

Approximating a discontinuous by a smooth function

4 votes
0 answers
553 views

Return of 2D Brownian motion to the origin

4 votes
1 answer
165 views

Fundamental theorem of calculus for semigroups

4 votes
1 answer
959 views

Hitting time of Brownian motion against a square root curve

4 votes
2 answers
292 views

Eigenvalues of a polynomial of a matrix

4 votes
0 answers
3k views

Integral of Brownian Motion with respect to an independent Brownian motion

4 votes
1 answer
1k views

Linearity of convergence in probability

4 votes
1 answer
120 views

Finiteness of the sum of the product of an i.i.d. sequence

4 votes
0 answers
57 views

An inequality regarding the expectation of a transformed random variable

4 votes
1 answer
3k views

Brownian motion at infinity

4 votes
1 answer
701 views

A martingale characterization

4 votes
1 answer
417 views

Measurability of the zero-crossing time of Brownian motion

3 votes
0 answers
869 views

Generating the Borel sigma algebra on the unit interval

3 votes
1 answer
429 views

Proof that a random measure with orthogonal increments is a measure

3 votes
0 answers
69 views

Evaluation of an infinite double sum

3 votes
0 answers
253 views

Mutual independence of increments of Brownian motion

3 votes
1 answer
129 views

Showing the almost everywhere equality of two unions of sets

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