Timeline for Teaching stochastic calculus to students who know no measure theory (or PDE, or...)
Current License: CC BY-SA 3.0
13 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 16, 2019 at 8:51 | comment | added | Olórin | +1 because I am in the same boat next week. | |
| Feb 9, 2015 at 23:22 | comment | added | parsiad | +1 because I am in the same boat in the fall. | |
| Feb 3, 2015 at 9:47 | comment | added | mdg | I would construct Brownian motion as the limit of a scaled random walk, and avoid what you mentioned. Why so you even need to prove existence of Brownian motion to your target student cohort? | |
| Nov 30, 2014 at 2:21 | comment | added | cardinal | @fedja: Have you considered Chapter 3 of J. Michael Steele, Stochastic Calculus and Financial Applications, Springer, 2001? It has a construction of BM on $[0,1]$ that sounds similar in spirit to what you want: Using the fact that Haar wavelets are dense in $L^2[0,1]$, BM is constructed via the corresponding integrated (Schauder) basis where coefficients are independent Gaussians and continuity of sample paths is established by showing uniform convergence (in $t$) with probability one. | |
| Nov 29, 2014 at 7:56 | answer | added | Bjørn Kjos-Hanssen | timeline score: 2 | |
| Nov 28, 2014 at 18:55 | answer | added | Stephan Sturm | timeline score: 10 | |
| Nov 28, 2014 at 17:36 | comment | added | Joonas Ilmavirta | Your question is appropriate in both places (I don't really want to follow a strict interpretation), so I see no reason for any kind of tug-of-war with it. And such battles are far from entertainment for me. :o) You could always try this one at MESE, but I don't want to persuade you into anything against your own judgement. Maybe a third opinion would be welcome here... (We can't vote about migration in the usual way since MESE is in beta.) | |
| Nov 28, 2014 at 17:06 | comment | added | fedja | Joonas Ilmavirta As I said, I do not mind trying but I do have my reservations about it. Whichever way the folks will finally decide is fine with me. I would just appreciate if people don't get carried away with resurrecting the old controversies about "What exactly is appropriate for what SE subfora" and the game of close-open tug of war in this thread. There is no need for any of us to go online to get that kind of entertainment. :-) | |
| Nov 28, 2014 at 16:54 | comment | added | Joonas Ilmavirta | I would welcome more higher education questions at MESE, so I would prefer to have this question there. The site is young and it can still be steered in new directions. Also, this question is not about research mathematics (in a strict interpretation). Some of the MO folks are also there, so you might get a good answer there as well. There is a danger that those who could give the best answer(s) are not active there, so it's your call, but I would suggest migration. | |
| Nov 28, 2014 at 16:48 | review | Close votes | |||
| Nov 28, 2014 at 17:48 | |||||
| Nov 28, 2014 at 16:40 | comment | added | fedja | @ Joonas Ilmavirta I haven't been before you posted. Do you suggest to move the question there? I'm a bit concerned that it will be slightly out of alignment with "How to teach addition, subtraction, multiplication and division of binary numbers? Are there any activities that can be recommended?" and "How do I make my student understand concepts such as “x divided by x”?" but if other folks think it belongs there rather than here, I do not mind trying. :-) | |
| Nov 28, 2014 at 15:50 | comment | added | Joonas Ilmavirta | Are you aware of the new StackExchange site for math educators? It's at matheducators.stackexchange.com | |
| Nov 28, 2014 at 15:48 | history | asked | fedja | CC BY-SA 3.0 |