Timeline for Intuition and/or visualisation of Itô integral/Itô's lemma
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 26, 2012 at 10:00 | comment | added | Pavel Bažant | I arrived at it myself, so I am not aware of any reference to provide. It is certainly very heuristic. For example, some of the rectangles have actually negative sign. OTOH, if we know from a rigorous proof that the extra term is nonzero, this picture attributes that term to the fact that the the error rectangles overlap. | |
| Jun 24, 2012 at 10:04 | comment | added | vonjd | @Pavel: +1: Thank you, this is really interesting. Did you arrive at this picture yourself or did you see it in a paper, book etc? Then a reference would be great. Thank you again. | |
| Jun 24, 2012 at 0:00 | comment | added | Joseph O'Rourke | (I included the image whose URL was cited.) | |
| Jun 23, 2012 at 23:59 | history | edited | Joseph O'Rourke | CC BY-SA 3.0 |
Incorporated image.
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| Jun 23, 2012 at 11:38 | history | answered | Pavel Bažant | CC BY-SA 3.0 |