Computing the expected time for a stochastic process to hit a boundary
99165
How to prove that for Brownian motion in $(a, b)$ $\mathbb{E}^x[\min(H_a, H_b)] = (x-a)(b-x)$?
126838
Moment generating function of Laplace distribution step by step
153723
Conditional expectation for random walks
97410
Deriving transition matrix from infinitesimal generator, continuous time Markov chain
99793
Why does the Borel-Cantelli lemma finish the job? - Law of Large Numbers Brownian Motion
157917
Calculate the leading order asymptotic behaviour (with two maxima)
83476
Convergence of exponential Brownian martingale to zero almost surely
134504
What is $\mathbb{E}[W(s)\mathrm{e}^{W(S)}]$ where W(S) is a standard Brownian Motion?
114680
Can a time-shifted Brownian motion be also a Brownian motion
123355
Compute the expected number of records by time n
6870
MCMC on a bounded parameter space?
62621
Expected value and variance of trace function
102516
Reference request: convergence for periodic Markov chains
94945
Sum and product of Martingale processes
35492
Simple symmetric random walk hitting a level within finite steps
118056
Limit of a Wiener integral
80803
Conditional expectation $E[\log(1+X) \mid X>t]$