Timeline for Example of Girsanov change of density with finite relative entropy, but with infinite integral over squared changed drift
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 14, 2013 at 22:42 | vote | accept | Joris Bierkens | ||
| Oct 14, 2013 at 22:41 | history | answered | Joris Bierkens | CC BY-SA 3.0 |