720773

 4 Application of monotone class theorem on extending measurability to optional processes 2 Calculating a quadratic variation of a process 2 If M is martingale, then $E[M_n] = E[ M_0]$ for all n. 1 The volume as a probability measure: Stuck in the proof 1 Show that the Volume of the set \$A=\left\{(x,y)\in \mathbb{R} \times [0,\infty) ; 0

### Reputation (410)

 +10 What is the definition of Besov space? +10 Distribution of Brownian bridge (pinned Brownian motion) +10 How to use the markovian property and use the uniqueness of SDEs +15 The volume as a probability measure: Stuck in the proof

### Questions (7)

 4 Can we take out an integrand random variable which does not depend on time from the stochastic integral? 2 Can we calculate the multiple stochastic integral? 1 What is the definition of Besov space? [closed] 1 Distribution of Brownian bridge (pinned Brownian motion) 1 How to use the markovian property and use the uniqueness of SDEs

### Tags (18)

 8 measure-theory × 6 5 real-analysis × 4 6 probability-theory × 8 4 functional-analysis × 2 5 probability × 12 3 stochastic-analysis × 3 5 stochastic-calculus × 11 3 calculus × 2 5 stochastic-processes × 7 3 brownian-motion × 2

### Account (1)

 Mathematics 410 rep 66 bronze badges