User Calculon

1 vote

1 answer

77 views

Hitting time of Brownian motion past a given point in time

asked Nov 18 at 17:07

2 votes

1 answer

121 views

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

asked Dec 19, 2022 at 20:06

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

3 votes

2 answers

186 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

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

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

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

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

2 votes

1 answer

214 views

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

asked Apr 29, 2018 at 13:47

4 votes

1 answer

874 views

Hitting time of Brownian motion against a square root curve

asked Apr 24, 2018 at 18:24

1 vote

0 answers

32 views

Existence of probability density of a functional of Brownian motion

asked Apr 16, 2018 at 17:41

2 votes

0 answers

60 views

Strengthening the strong Feller property

asked Apr 15, 2018 at 15:21

2 votes

0 answers

239 views

Interpretation of the resolvent of Brownian motion

asked Apr 13, 2018 at 18:33

0 votes

1 answer

55 views

Positivity preserving property of resolvents

asked Apr 10, 2018 at 18:12

0 votes

1 answer

51 views

Dynkin's theorem of extension of generators

asked Apr 10, 2018 at 11:30

4 votes

1 answer

111 views

Fundamental theorem of calculus for semigroups

asked Apr 9, 2018 at 13:59

0 votes

1 answer

168 views

Defining Brownian motion without normality

asked Apr 8, 2018 at 10:43

3 votes

0 answers

507 views

Return of 2D Brownian motion to the origin

asked Mar 30, 2018 at 20:53

1 vote

1 answer

130 views

Largest zero of the difference of Brownian motion and its running maximum

asked Mar 29, 2018 at 20:02

3 votes

1 answer

170 views

Preservation of the Markov property

asked Mar 23, 2018 at 15:11

0 votes

0 answers

41 views

Existence of left limits

asked Feb 19, 2018 at 18:34

Stack Exchange Network

130 Questions

Hitting time of Brownian motion past a given point in time

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

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

Almost surely infinite random variable

Amoeba extinction probability

Predicting a non-causal stationary autoregressive process

Variance of sample minimum

Counting processes with stationary and independent increments

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

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

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

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

Hitting time of Brownian motion against a square root curve

Existence of probability density of a functional of Brownian motion

Strengthening the strong Feller property

Interpretation of the resolvent of Brownian motion

Positivity preserving property of resolvents

Dynkin's theorem of extension of generators

Fundamental theorem of calculus for semigroups

Defining Brownian motion without normality

Return of 2D Brownian motion to the origin

Largest zero of the difference of Brownian motion and its running maximum

Preservation of the Markov property

Existence of left limits