Ben Derrett's user avatar
Ben Derrett's user avatar
Ben Derrett's user avatar
Ben Derrett
  • Member for 13 years, 5 months
  • Last seen more than a month ago
34 votes
0 answers
561 views

Does this Condition on Exit Times imply $X_t$ is a Local Supermartingale?

31 votes
2 answers
3k views

If $f:\mathbb{R}\to\mathbb{R}$ is a left continuous function can the set of discontinuous points of $f$ have positive Lebesgue measure?

23 votes
1 answer
3k views

If every open set is a countable union of balls, is the space separable?

20 votes
3 answers
16k views

Distribution of hitting time of line by Brownian motion

19 votes
2 answers
13k views

Considering Brownian bridge as conditioned Brownian motion

17 votes
3 answers
12k views

How to calculate the matrix exponential explicitly for a matrix which isn't diagonalizable?

15 votes
3 answers
2k views

Is there a discrete-time analogue of Doléans-Dade exponential?

8 votes
1 answer
379 views

Lebesgue measure in $\mathbb{R}^2$ of uncountable union

7 votes
2 answers
553 views

If A is a subset of R with Lebesgue measure > 0 then are there a,b such that the measure of $[a,b]\cap A$ is b-a?

6 votes
2 answers
1k views

Can a collection of subsets of $\mathbb{N}$ such that no one set contains another be uncountable?

6 votes
2 answers
907 views

Is there a simpler proof of Van der Waerden's Theorem when there are only two colors?

6 votes
1 answer
2k views

Relationship between Hölder continuity and differentiability of Brownian motion

6 votes
1 answer
1k views

Limit of sums of iid random variables which are not square-integrable

6 votes
2 answers
231 views

Convergence of Brownian integral

5 votes
2 answers
551 views

Is $M^2-[M]$ a local martingale when $M$ is a local martingale?

5 votes
1 answer
459 views

Example of a martingale which is not jointly measurable

5 votes
1 answer
1k views

What is the distribution of the position of the maximum of a Brownian bridge?

4 votes
1 answer
2k views

Splitting a Poisson process according to time-dependent probabilities

4 votes
1 answer
1k views

How to show martingale is bounded in $L^1$?

3 votes
1 answer
1k views

Characterizing previsible processes

3 votes
2 answers
1k views

Collecting coupons which arrive as a Poisson process

3 votes
1 answer
2k views

Little's Formula for M/G/1/c queue

3 votes
1 answer
720 views

Using Dominated Convergence Theorem

3 votes
1 answer
217 views

An example of a projective sequence of measures on non-Borel spaces that does not extend to a probability on the product space?

3 votes
2 answers
782 views

Galois group of successive quadratic extensions

3 votes
1 answer
2k views

Proving that a process is a Brownian motion

3 votes
1 answer
151 views

Are $L$-diffusions unique in law?

3 votes
1 answer
363 views

Showing equivalence of $\sigma$-algebras

3 votes
1 answer
2k views

Integral of alternating series

3 votes
1 answer
597 views

How to show this random variable equals its conditional expectation?