Show $(B_t )^2$ i.e. square of a Brownian motion is a Markov process.
26719
Is $(B_t^2)$ Markov where $(B_t)$ is Brownian motion?
20075
Probabilistic method Kraft-McMillan inequality
140571
Finding $X_t$ of an Itô Diffusion
151906
Stochastic processes book suggestions.
114443
martingale and stochastic Integral
150076
Simulating the posterior of a Gaussian process
103975
Markov property question
106430
Law of large numbers for Brownian Motion (Direct proof using L2-convergence)
136748
When the sum of independent Markov chains is a Markov chain?
139593
$(S_0+\ldots + S_n)_{n\geq 0}$ not a Markov chain
33594
Expected value of average of Brownian motion
47320
An example of almost sure finite random time S such that $W_t=B_{S+t}-B_S$ is not a brownian motion
29565
Conditional Expectation of Bernoulli R.V.
82755
Matlab Regenerating figures: Simulating Brownian Motion via Random Walks
43536
Proof that a standard Brownian motion visits zero infinitely often at the beginning
77099
Why is the following example of a Markov process not strong Markov
35956
Proof that a sum of Bernoulli rvs has Binomial distribution