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Nov 7, 2023 at 1:43 comment added Iosif Pinelis @Paul : Do you have responses to the answers below?
Nov 5, 2023 at 9:20 comment added Nate River It turns out we even have strong convergence, thanks to the work of @Nawaf Bou Rabee here: mathoverflow.net/questions/427958/short-time-limits-for-sde (set $\sigma = 1$, and rescale time).
Nov 5, 2023 at 3:18 answer added Iosif Pinelis timeline score: 2
Nov 4, 2023 at 21:48 answer added Kostya_I timeline score: 2
Nov 4, 2023 at 21:27 comment added Paul What would be the way to proove that, I mean, how could I start ?
Nov 4, 2023 at 21:03 comment added Christophe Leuridan My intuition is different. I guess that conditioning on $\Vert B \Vert_\infty$ being large provides a ballistic behaviour, namely $B/ \Vert B \Vert_\infty$ under $P(\cdot | \Vert B \Vert_\infty>r) \to (tU)_{0 \le t \le 1}$ in distribution, where $U$ is uniform on $\{-1,1\}$.
Nov 4, 2023 at 20:57 history edited Christophe Leuridan CC BY-SA 4.0
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Nov 4, 2023 at 20:08 comment added Paul Yes, of course, I edited my question
Nov 4, 2023 at 20:08 history edited Paul CC BY-SA 4.0
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S Nov 4, 2023 at 19:53 history edited Daniele Tampieri CC BY-SA 4.0
Minor Math Jaxing
S Nov 4, 2023 at 19:53 history suggested Dieter Kadelka CC BY-SA 4.0
I've made the latex part more readable.
Nov 4, 2023 at 19:52 comment added Dieter Kadelka That cannot be true. Note thar $|X| \geq 0$!
Nov 4, 2023 at 19:50 comment added Paul It is : $X\sim \left| N(0,1) \right| iff \left| X\right|\sim N(0,1)$
Nov 4, 2023 at 18:55 comment added Dieter Kadelka What is $|N(0,1)|$ ?
Nov 4, 2023 at 18:54 review Suggested edits
S Nov 4, 2023 at 19:53
Nov 4, 2023 at 15:12 history edited Paul CC BY-SA 4.0
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S Nov 4, 2023 at 15:10 review First questions
Nov 4, 2023 at 21:30
S Nov 4, 2023 at 15:10 history asked Paul CC BY-SA 4.0