User Calculon

10 votes

1 answer

3k views

Joint distribution of Brownian motion and its running maximum

asked Aug 9, 2015 at 20:26

4 votes

1 answer

3k views

Brownian motion at infinity

asked May 16, 2015 at 13:33

7 votes

1 answer

3k views

Asymptotic joint distribution of sample mean and sample variance

asked Sep 14, 2016 at 19:00

5 votes

2 answers

2k views

Integral of time with respect to Brownian motion

asked Mar 20, 2015 at 12:23

4 votes

0 answers

2k views

Integral of Brownian Motion with respect to an independent Brownian motion

asked May 25, 2015 at 21:09

7 votes

1 answer

2k views

Integral of square of Brownian motion with respect to Brownian Motion

asked Mar 21, 2015 at 16:15

10 votes

3 answers

2k views

Quadratic variation of the Ornstein-Uhlenbeck process

asked Aug 9, 2015 at 21:07

5 votes

1 answer

2k views

Examples of predictable processes

asked May 17, 2015 at 12:51

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

2k views

Approximating a discontinuous by a smooth function

asked Sep 8, 2016 at 16:25

1 vote

0 answers

1k views

Convergence in distribution of normal random variables

asked Feb 22, 2015 at 0:16

3 votes

1 answer

1k views

Independence of sigma algebras of sigma algebras

asked May 2, 2015 at 11:57

2 votes

2 answers

1k views

Variance of sample minimum

asked Oct 25, 2018 at 9:28

0 votes

1 answer

1k views

Convergence of doubly indexed sequences

asked Feb 29, 2016 at 18:21

1 vote

1 answer

945 views

Law of large numbers for a sequence of independent random variables with different means

asked Apr 12, 2016 at 14:46

4 votes

1 answer

905 views

Linearity of convergence in probability

asked Feb 25, 2015 at 11:01

3 votes

0 answers

849 views

Generating the Borel sigma algebra on the unit interval

asked Mar 18, 2016 at 22:23

4 votes

1 answer

841 views

Hitting time of Brownian motion against a square root curve

asked Apr 24, 2018 at 18:24

2 votes

0 answers

746 views

Positivity of conditional expectations

asked Feb 4, 2015 at 10:42

6 votes

2 answers

716 views

Linear transform of a strictly stationary time series

asked Apr 24, 2016 at 21:42

2 votes

1 answer

683 views

An approximation for $e^{ix}$

asked Mar 15, 2016 at 21:44

0 votes

1 answer

653 views

Martingales with bounded increments

asked Mar 20, 2016 at 22:10

4 votes

1 answer

649 views

A martingale characterization

asked Sep 18, 2015 at 10:40

1 vote

0 answers

634 views

Covariance of two integrated Brownian motions

asked May 28, 2015 at 8:46

1 vote

0 answers

633 views

Last exit time of Brownian motion

asked Mar 19, 2016 at 22:22

1 vote

1 answer

590 views

Countable partition of a probability space

asked May 1, 2015 at 12:26

2 votes

0 answers

581 views

Convergence of sum of a time series

asked Jul 16, 2015 at 8:59

2 votes

2 answers

560 views

Right-continuity of the expectation of a supermartingale

asked Apr 10, 2016 at 19:57

1 vote

1 answer

537 views

Does every right-continuous function have left limits?

asked Mar 31, 2016 at 13:04

0 votes

1 answer

537 views

Supremum of a supermartingale

asked Mar 19, 2016 at 19:09

Stack Exchange Network

129 Questions

Joint distribution of Brownian motion and its running maximum

Brownian motion at infinity

Asymptotic joint distribution of sample mean and sample variance

Integral of time with respect to Brownian motion

Integral of Brownian Motion with respect to an independent Brownian motion

Integral of square of Brownian motion with respect to Brownian Motion

Quadratic variation of the Ornstein-Uhlenbeck process

Examples of predictable processes

Laplace transform of hitting time of Brownian motion with drift

Approximating a discontinuous by a smooth function

Convergence in distribution of normal random variables

Independence of sigma algebras of sigma algebras

Variance of sample minimum

Convergence of doubly indexed sequences

Law of large numbers for a sequence of independent random variables with different means

Linearity of convergence in probability

Generating the Borel sigma algebra on the unit interval

Hitting time of Brownian motion against a square root curve

Positivity of conditional expectations

Linear transform of a strictly stationary time series

An approximation for $e^{ix}$

Martingales with bounded increments

A martingale characterization

Covariance of two integrated Brownian motions

Last exit time of Brownian motion

Countable partition of a probability space

Convergence of sum of a time series

Right-continuity of the expectation of a supermartingale

Does every right-continuous function have left limits?

Supremum of a supermartingale