Timeline for Brownian motion on $[0,1]$
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 23, 2019 at 18:00 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Sep 20, 2019 at 10:41 | answer | added | thomasb | timeline score: 4 | |
| Nov 12, 2017 at 0:42 | comment | added | HMPanzo | This conditioning can be made rigorous using a space-time Doob $h$-transform. Aside from the usual references, you can find some nice examples at toywiki.xyz/doob_transform.html | |
| Nov 12, 2017 at 0:06 | comment | added | boinkboink | Thanks a lot. I think I have phrase this question as the limiting case of the discrete random walks of length tn by equipartitioning [0,1] into n pieces. | |
| Nov 12, 2017 at 0:06 | comment | added | Thomas Kojar | Check Brownian excursion | |
| Nov 11, 2017 at 23:56 | comment | added | John Pardon | Assuming $W_t$ starts at $W_0=0$, the event $W_t\geq 0$ for $t\in[0,1]$ has probability zero, so $W'$ is not defined. | |
| Nov 11, 2017 at 23:30 | history | asked | boinkboink | CC BY-SA 3.0 |