Brownian motion hitting a line
42348
Distribution of hitting time of line by Brownian motion
128154
Density of first hitting time of Brownian motion with drift
106749
Two points are selected on a straight line of length 'a' units at random
56578
Integrable - martingale
100335
Moving average process notation: negative or positive $\theta$s?
69945
A PDE exercise from Gilbarg Trudinger. problem 2.2
114443
martingale and stochastic Integral
137099
Lebesgue measure of the set of zeroes of Brownian motion
106430
Law of large numbers for Brownian Motion (Direct proof using L2-convergence)
23377
The distribution of the initial point of an AR process
118056
Limit of a Wiener integral
14164
Proving that 1- and 2-d simple symmetric random walks return to the origin with probability 1
102286
Compute $\mathbb{P}\{ W_t < 0 \, \, \text{for all} \, \, 1 < t < 2\}$ for a Brownian motion $(W_t)_{t \geq 0}$
32056
Symmetric random walk with bounds
51393
Moving points onto lines (~neighborhood)
43536
Proof that a standard Brownian motion visits zero infinitely often at the beginning
153723
Conditional expectation for random walks