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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

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Brownian Motion excursion distribution

Consider a Brownian Motion $(W_t)_t$ and to some $x\in\mathbb T_2$, where $\mathbb T_2$ is a two-dimensional torus, the circles $\partial B_{r_i}(x)$ around $x$ with radii $r_i= R(\frac \varepsilon R) …
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Laplace Equation for Brownian Motion [closed]

So, I know that there is this theorem (taken from here): For Laplace's equation $\Delta u = 0$ on a domain $D$ and $u=f$ on $\partial D$ (and some regularity conditions on $D$), we have $$ u(x) = \ma …
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