User Calculon

1 vote

1 answer

75 views

Hitting time of Brownian motion past a given point in time

asked Nov 18 at 17:07

10 votes

3 answers

2k views

Quadratic variation of the Ornstein-Uhlenbeck process

asked Aug 9, 2015 at 21:07

10 votes

2 answers

296 views

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

asked Feb 5, 2022 at 17:02

2 votes

1 answer

120 views

Stopped running sum of uniform random variables $\sum_{j=1}^k\frac{X_j}{2^j}$

asked Dec 19, 2022 at 20:06

2 votes

1 answer

60 views

Uniqueness of a solution to the functional equations $g(t)\overline{g(t+h)}=f(h)$ and $f(-h)=\overline{f(h)}$ with $g(0)=1$

asked Apr 26, 2016 at 8:23

3 votes

2 answers

185 views

Almost surely infinite random variable

asked Sep 12, 2021 at 10:17

2 votes

1 answer

161 views

Amoeba extinction probability

asked Jan 3, 2021 at 15:03

4 votes

1 answer

953 views

Linearity of convergence in probability

asked Feb 25, 2015 at 11:01

7 votes

1 answer

3k views

Asymptotic joint distribution of sample mean and sample variance

asked Sep 14, 2016 at 19:00

1 vote

0 answers

34 views

Predicting a non-causal stationary autoregressive process

asked Apr 2, 2019 at 9:43

2 votes

2 answers

1k views

Variance of sample minimum

asked Oct 25, 2018 at 9:28

0 votes

0 answers

206 views

Counting processes with stationary and independent increments

asked Oct 11, 2018 at 15:05

0 votes

0 answers

41 views

Existence of left limits

asked Feb 19, 2018 at 18:34

1 vote

0 answers

23 views

Interchange of limit and discontinuous function

asked Sep 23, 2018 at 12:14

3 votes

0 answers

124 views

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

asked Aug 29, 2018 at 14:40

0 votes

1 answer

195 views

Preservation of independence under union of two sigma algebras

asked Aug 27, 2018 at 16:38

5 votes

2 answers

3k views

Integral of time with respect to Brownian motion

asked Mar 20, 2015 at 12:23

0 votes

1 answer

98 views

Finding the curve with the smallest lowest point with fixed endpoints and fixed length

asked Jul 17, 2018 at 10:34

2 votes

1 answer

405 views

Repeated application of Schur complement

asked Apr 26, 2017 at 9:02

1 vote

0 answers

128 views

Eigenvalues of the Black-Scholes operator

asked May 29, 2018 at 16:33

4 votes

2 answers

259 views

Eigenvalues of a polynomial of a matrix

asked May 23, 2018 at 18:38

1 vote

1 answer

20 views

Characterization of a set of points where one function dominates the other

asked May 22, 2018 at 10:25

2 votes

2 answers

77 views

Interchanging differentiation and expectation

asked May 15, 2018 at 18:23

1 vote

0 answers

155 views

Proof of martingale representation theorem

asked May 10, 2018 at 18:04

8 votes

2 answers

2k views

Laplace transform of hitting time of Brownian motion with drift

asked Feb 13, 2018 at 19:22

4 votes

1 answer

874 views

Hitting time of Brownian motion against a square root curve

asked Apr 24, 2018 at 18:24

2 votes

1 answer

214 views

An application of Blumenthal's $0-1$ law

asked Apr 29, 2018 at 13:47

2 votes

0 answers

60 views

Strengthening the strong Feller property

asked Apr 15, 2018 at 15:21

4 votes

1 answer

111 views

Fundamental theorem of calculus for semigroups

asked Apr 9, 2018 at 13:59

1 vote

0 answers

32 views

Existence of probability density of a functional of Brownian motion

asked Apr 16, 2018 at 17:41

Stack Exchange Network

130 Questions

Hitting time of Brownian motion past a given point in time

Quadratic variation of the Ornstein-Uhlenbeck process

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

Stopped running sum of uniform random variables $\sum_{j=1}^k\frac{X_j}{2^j}$

Uniqueness of a solution to the functional equations $g(t)\overline{g(t+h)}=f(h)$ and $f(-h)=\overline{f(h)}$ with $g(0)=1$

Almost surely infinite random variable

Amoeba extinction probability

Linearity of convergence in probability

Asymptotic joint distribution of sample mean and sample variance

Predicting a non-causal stationary autoregressive process

Variance of sample minimum

Counting processes with stationary and independent increments

Existence of left limits

Interchange of limit and discontinuous function

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

Preservation of independence under union of two sigma algebras

Integral of time with respect to Brownian motion

Finding the curve with the smallest lowest point with fixed endpoints and fixed length

Repeated application of Schur complement

Eigenvalues of the Black-Scholes operator

Eigenvalues of a polynomial of a matrix

Characterization of a set of points where one function dominates the other

Interchanging differentiation and expectation

Proof of martingale representation theorem

Laplace transform of hitting time of Brownian motion with drift

Hitting time of Brownian motion against a square root curve

An application of Blumenthal's $0-1$ law

Strengthening the strong Feller property

Fundamental theorem of calculus for semigroups

Existence of probability density of a functional of Brownian motion