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Calculon
  • Member for 9 years, 2 months
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10 votes
1 answer
3k 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
282 views

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

8 votes
2 answers
2k views

Laplace transform of hitting time of Brownian motion with drift

7 votes
1 answer
3k views

Asymptotic joint distribution of sample mean and sample variance

7 votes
1 answer
2k views

Integral of square of Brownian motion with respect to Brownian Motion

6 votes
0 answers
408 views

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

6 votes
2 answers
716 views

Linear transform of a strictly stationary time series

5 votes
1 answer
345 views

Convergence of moments of a sequence of random variables

5 votes
1 answer
220 views

Integrating over a power of the infinitesimal

5 votes
1 answer
225 views

Jointly nilpotent matrices

5 votes
2 answers
2k views

Integral of time with respect to Brownian motion

5 votes
1 answer
2k views

Examples of predictable processes

4 votes
0 answers
2k views

Integral of Brownian Motion with respect to an independent Brownian motion

4 votes
1 answer
902 views

Linearity of convergence in probability

4 votes
1 answer
119 views

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

4 votes
0 answers
56 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
649 views

A martingale characterization

4 votes
1 answer
386 views

Measurability of the zero-crossing time of Brownian motion

4 votes
1 answer
101 views

Fundamental theorem of calculus for semigroups

4 votes
1 answer
840 views

Hitting time of Brownian motion against a square root curve

4 votes
1 answer
2k views

Approximating a discontinuous by a smooth function

4 votes
2 answers
235 views

Eigenvalues of a polynomial of a matrix

3 votes
0 answers
118 views

A sequence for which the running average converges to something other than the expected value

3 votes
2 answers
154 views

Almost surely infinite random variable

3 votes
0 answers
483 views

Return of 2D Brownian motion to the origin

3 votes
1 answer
166 views

Preservation of the Markov property

3 votes
1 answer
104 views

Evaluating a doubly infinite sum

3 votes
0 answers
849 views

Generating the Borel sigma algebra on the unit interval

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