Timeline for The supreme distribution of Brownian motion increment
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 11, 2013 at 13:41 | comment | added | Yue | How about $\lim_{t\to 0}\sup_{s}\theta_s(W_t)$? | |
| Nov 1, 2013 at 14:35 | comment | added | Yue | I wonder what is the distribution for $\lim_{s\to \infty}\theta_s W_t$. | |
| Nov 1, 2013 at 13:53 | comment | added | Martin Hairer | For $t$ fixed and large $T$, the supremum will then behave like $\sqrt{\log T}$. | |
| Nov 1, 2013 at 10:19 | comment | added | Yue | We can consider s range over a finite domain first, say, $s\in [0,T-t]$? | |
| Nov 1, 2013 at 10:01 | comment | added | Martin Hairer | Over what range does $s$ vary? | |
| Nov 1, 2013 at 9:33 | history | asked | Yue | CC BY-SA 3.0 |