Timeline for Resources to understand Lebesgue measure of Brownian motion's path [closed]
Current License: CC BY-SA 4.0
22 events
| when toggle format | what | by | license | comment | |
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| Aug 20, 2023 at 20:47 | history | closed |
LSpice Max Horn leo monsaingeon Daniele Tampieri Friedrich Knop |
Needs more focus | |
| Aug 12, 2023 at 22:32 | answer | added | Thomas Kojar | timeline score: 0 | |
| Aug 12, 2023 at 22:24 | comment | added | Thomas Kojar | @sara ok I will try to answer it. But this is more of a textbook-question for math.stackexchange.com. In the future, try to post them there. MO is more for research questions. | |
| Aug 12, 2023 at 22:06 | comment | added | sara | i add it , it existe in the reference that you shared with me too (page 12 ,a copy past from the book) | |
| Aug 12, 2023 at 22:01 | history | edited | sara | CC BY-SA 4.0 |
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| Aug 12, 2023 at 21:36 | comment | added | Thomas Kojar | Did you find this statement somewhere? Add the page reference in your above post if you did so that we can go read the original context | |
| Aug 12, 2023 at 21:35 | comment | added | Thomas Kojar | What do you mean by the set inside the measure? Did you mean to write $x+B[0,t+2]-Y$? | |
| Aug 12, 2023 at 21:34 | comment | added | Thomas Kojar | To be clear the area of planar Brownian motion is zero. | |
| Aug 12, 2023 at 21:29 | history | edited | sara | CC BY-SA 4.0 |
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| Aug 12, 2023 at 21:20 | history | edited | sara | CC BY-SA 4.0 |
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| Aug 12, 2023 at 20:38 | comment | added | sara | ok , i'll do that | |
| Aug 12, 2023 at 20:33 | comment | added | Thomas Kojar | @sara you can edit your above post and add those details so that a person can answer it below. Specify what R is. and what you mean by x... do you mean any set A that contains x? | |
| Aug 12, 2023 at 20:31 | comment | added | sara | @ThomasKojar Thank you so much | |
| Aug 12, 2023 at 20:27 | comment | added | sara | @LSpice i mean for every $x \in \mathbb{R}^2$ it give the Lebesgue measure of [a set involving $x$] | |
| Aug 12, 2023 at 20:21 | comment | added | LSpice | Re, what does "take $x$ to be the Lebesgue measure of [a set involving $x$]" mean? | |
| Aug 12, 2023 at 20:14 | comment | added | Thomas Kojar | @sara ok I edit that in your question above. | |
| Aug 12, 2023 at 20:00 | comment | added | sara | Let $B$ be a standart brownian motion , and $R$ a function defined on $\mathbb{R}^2$ and take $x$ to the Lebesgue measure of $B[0,1]\cap (x+B(t+2)-B(2)+B(1))$ \\ $Y=B(2)-B(1)$ \\ why $E(R(Y))=1/2pi\int_{\mathbb{R}^2}e^{-|x|^2}E(R(x))dx$ | |
| Aug 12, 2023 at 19:21 | review | Close votes | |||
| Aug 20, 2023 at 20:47 | |||||
| Aug 12, 2023 at 19:00 | comment | added | Thomas Kojar | did you have any specific questions about it? The "potential theory" and BM chapter in Peres-Morters goes into detail. There are many notes on this topic math.uchicago.edu/~may/VIGRE/VIGRE2011/REUPapers/Hansen.pdf | |
| Aug 12, 2023 at 17:34 | history | edited | YCor | CC BY-SA 4.0 |
formatting
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| S Aug 12, 2023 at 17:12 | review | First questions | |||
| Aug 12, 2023 at 23:00 | |||||
| S Aug 12, 2023 at 17:12 | history | asked | sara | CC BY-SA 4.0 |