Expectation of Brownian Motion exit time
55226
Expectation of Exit Time of Brownian Motion from Interval
12869
Solving SDE: $dX(t) = udt + \sigma X(t)dB(t)$
68523
Am I doing this right? Finding the time derivative of expectation value of momentum
142594
Verifying the interpretation of stopping times and stopping time $\sigma$-algebras
42348
Distribution of hitting time of line by Brownian motion
83464
Conditional expectation of $\mathbb{E}(X - Y | (X, Y)\in\mathcal{A})$
96999
Simple question about the definition of Brownian motion
99165
How to prove that for Brownian motion in $(a, b)$ $\mathbb{E}^x[\min(H_a, H_b)] = (x-a)(b-x)$?
95571
Integral of a Gaussian process
1290
Expectation of squared error
26719
Is $(B_t^2)$ Markov where $(B_t)$ is Brownian motion?
114443
martingale and stochastic Integral
156019
Expectation formula of an integrable random variable
145136
When can we interchange the derivative with an expectation?
120078
Laplace transform of integrated geometric Brownian motion
95123
General solution of expected value of E(f(X))?
140571
Finding $X_t$ of an Itô Diffusion