query: Example: $\tilde{B}(t)$ is not a brownian motion clarification
positive_passages.docid: 150050
positive_passages.text: Finite dimensional distributions of brownian motion changed at a random point
negative_passages.docid: 140571
negative_passages.text: Finding $X_t$ of an Itô Diffusion
negative_passages.docid: 43536
negative_passages.text: Proof that a standard Brownian motion visits zero infinitely often at the beginning
negative_passages.docid: 83476
negative_passages.text: Convergence of exponential Brownian martingale to zero almost surely
negative_passages.docid: 8737
negative_passages.text: A random variable with neither probability density function nor probability mass function... is this example wrong?
negative_passages.docid: 118588
negative_passages.text: "Continuity" of stochastic integral wrt Brownian motion
negative_passages.docid: 73517
negative_passages.text: conditional expectation of brownian motion
negative_passages.docid: 106077
negative_passages.text: Probability Brownian motion is positive at two points
negative_passages.docid: 8916
negative_passages.text: Is the distribution of an Ito diffusion at time t absolutely continuous wrt Lebesgue measure?
negative_passages.docid: 3720
negative_passages.text: Supermartingale with constant Expectation is a martingale
negative_passages.docid: 125190
negative_passages.text: Convergence to function that is not measurable
negative_passages.docid: 32917
negative_passages.text: Show that, for $t>0$, $\log t$ is not a polynomial.
negative_passages.docid: 134302
negative_passages.text: Criteria for being a true martingale
negative_passages.docid: 55226
negative_passages.text: Expectation of Exit Time of Brownian Motion from Interval
negative_passages.docid: 43551
negative_passages.text: Difficulty in understanding a part in a proof from Stein and Shakarchi Fourier Analysis book.
negative_passages.docid: 106430
negative_passages.text: Law of large numbers for Brownian Motion (Direct proof using L2-convergence)
negative_passages.docid: 134504
negative_passages.text: What is $\mathbb{E}[W(s)\mathrm{e}^{W(S)}]$ where W(S) is a standard Brownian Motion?