Timeline for Teaching stochastic calculus to students who know no measure theory (or PDE, or...)
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 3, 2015 at 9:53 | comment | added | mdg | Proving existence is unnecessary. | |
| Nov 29, 2014 at 12:21 | comment | added | fedja | Thanks for your comment nevertheless. I'll definitely think of it :-). | |
| Nov 29, 2014 at 12:19 | comment | added | fedja | It certainly is, but I can get any interesting result you want by introducing a non-existing object axiomatically and developing a fascinating theory of it to include the desired statement, so the proof of existence in this case is a must because I have never yet seen a student who was born with intuition and natural feelings about things like Borel sigma-algebra and general continuous time processes that wouldn't be way off from how it really is (unlike real number, when everybody is born with a decent idea of what that might be and just cannot express it in words, so definition is enough). | |
| Nov 29, 2014 at 7:56 | history | answered | Bjørn Kjos-Hanssen | CC BY-SA 3.0 |